Search found 11 matches

by Amorimneto
Fri Aug 21, 2015 2:55 am
Forum: Programming
Topic: Several Tests
Replies: 1
Views: 1796

Several Tests

Hello Guys, im trying to chose the model that best fit to my data, and im doing all possible regression and keeping all the vallues that mean to me, but miss some tests and im want to know how i can do this in the same program: [*] scalled coefficients[*] [*] variance inflation factor[*] [*]correlog...
by Amorimneto
Wed Jul 29, 2015 10:28 am
Forum: Programming
Topic: Multiple regressions with lags
Replies: 9
Views: 5218

Re: Multiple regressions with lags

X = independent variable
by Amorimneto
Wed Jul 29, 2015 9:46 am
Forum: Programming
Topic: Multiple regressions with lags
Replies: 9
Views: 5218

Re: Multiple regressions with lags

Thz man
its works

Have a nice day
by Amorimneto
Wed Jul 29, 2015 9:21 am
Forum: Programming
Topic: Multiple regressions with lags
Replies: 9
Views: 5218

Re: Multiple regressions with lags

yes, but the problem is that i have 14 variables x and 9 lags for each
by Amorimneto
Wed Jul 29, 2015 9:09 am
Forum: Programming
Topic: Multiple regressions with lags
Replies: 9
Views: 5218

Re: Multiple regressions with lags

lets say that i have GDP, CPI and Interest Rate and i am trying to explain some variabel y with this 3 variables but i consider diferent lags for them. so i get: Y = C + GDP Y = C + GDP(1) Y = C + GDP(2) . . . Y= C + GDP + GDP(1) + GDP(2) . . . Y= C+ GDP + CPI + CPI(1) . . . Y= C+ GDP(2) + CPI(-2) +...
by Amorimneto
Wed Jul 29, 2015 5:14 am
Forum: Programming
Topic: Multiple regressions with lags
Replies: 9
Views: 5218

Multiple regressions with lags

Good Morning I want to get all the possible regressions between many independent variables and the same depedent variable. i am doing the following(i am doing with more betas too, this is just a example): for %i x1(-4 to 4) x2(-4 to 4) x3(-4 to 4) x4(-4 to 4) x5(-4 to 4) xs.add {%i} next group xf fo...
by Amorimneto
Fri Feb 20, 2015 5:35 am
Forum: Programming
Topic: multiple estimation
Replies: 1
Views: 1807

multiple estimation

Hello, i trying to run all the possible regressions, for this i run the code: for !i=1 to xi.@count-1 %iname = xi.@seriesname(!i) for !j=!i+1 to xi.@count %jname = xi.@seriesname(!j) for !f=1 to xf.@count %fname = xf.@seriesname(!f) equation eq{%fname }{%jname}{%iname}.ls {%fname } c {%jname} {%inam...
by Amorimneto
Thu Feb 19, 2015 11:17 am
Forum: Programming
Topic: Storing all coefficients
Replies: 3
Views: 2822

Re: Storing all coefficients

You created a matrix with 2 rows and 10 columns. You're then inputting values into the matrix with a line like: coeffients(!i) = eq_{%iname}_{%jname}.@coef(1) You can't do that, since coeffients is a matrix, not a vector. You need to assign it to an (i,j) element, not a (i) element. i get it coeffi...
by Amorimneto
Thu Feb 19, 2015 11:00 am
Forum: Programming
Topic: Storing all coefficients
Replies: 3
Views: 2822

Re: Storing all coefficients

Thz
so im a little lost, i put this.

Code: Select all

coeffients(!j,!i) = eq_{%iname}_{%jname}.@coef(!i)
but its only filling 1 line in the matrix
by Amorimneto
Thu Feb 19, 2015 10:27 am
Forum: Programming
Topic: Storing all coefficients
Replies: 3
Views: 2822

Storing all coefficients

Hello good morning, im having trouble to get a matrix winth all the coefficients of the regression. my code is: group xs group xf 'create series for %i pib pib1 pib2 pib3 pib4 pib5 desemprego desemprego1 desemprego2 desemprego3 desemprego4 desemprego5 ipca ipca1 ipca2 ipca3 ipca4 ipca5 selic selic1 ...
by Amorimneto
Thu Jan 15, 2015 12:33 pm
Forum: Econometric Discussions
Topic: Why i cant estimate std coefficients for ARMA terms?
Replies: 1
Views: 1808

Why i cant estimate std coefficients for ARMA terms?

When i estimate a regression using ARMA terms the eviews says:
ARMA terms not allowed in this procedure
Its probably something simple in theory, but i need the why this cannot be done

Att,
Carlos

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