Search found 83 matches

by JimForest
Mon May 15, 2023 4:33 pm
Forum: Suggestions and Requests
Topic: large-scale macro-model database
Replies: 1
Views: 43447

Re: large-scale macro-model database

Ray Fair's Fairmodel is one, The Fed Model is another (but is DSGE). both can be downloaded.
by JimForest
Mon May 15, 2023 4:18 pm
Forum: Program Repository
Topic: Journal for discussing software?
Replies: 1
Views: 62659

Re: Journal for discussing software?

Journal of Statistical Software
by JimForest
Sun Mar 20, 2022 4:37 pm
Forum: Estimation
Topic: VARSEL Auto-Search / Gets
Replies: 6
Views: 4798

Re: VARSEL Auto-Search / Gets

I'd like to make some suggestions to improve this and make it more like Autometrics. First, I'd suggest that when the GUM fails a test and gives and error that EViews suggest to use indicator saturation methods. A message could be "GUM failed X specification tests : List of tests failed: X1, X2...
by JimForest
Sun Feb 10, 2019 1:54 pm
Forum: Estimation
Topic: Forecast Evaluation in EViews 10+
Replies: 1
Views: 2662

Forecast Evaluation in EViews 10+

Sometimes when I try to produce out of sample forecast evaluation statistics by clicking the box, they do not appear - just a chart.

It seems completely random. Anyone else experience this?
by JimForest
Mon Jan 28, 2019 2:23 pm
Forum: Programming
Topic: Programming a table
Replies: 23
Views: 13880

Re: Programming a table

I want to freeze and rename, can it be done in two lines?

equation eq6.ls(optmethod=opg) depvar c
freeze eq6.ls equation1

(and rename it as a table called equation1)

When I run above it won't accept the name. I get an error when I run RENAME in a separate line.

I am sure this is very simple.
by JimForest
Mon Jan 23, 2017 1:53 am
Forum: Estimation
Topic: GARCH with variables
Replies: 29
Views: 53557

Re: GARCH with variables

I am performing a wald test on exogenous regressors in the variance equation of a garch model.

EViews output provides t-, f- and chi-squared tests. I am not particularly sure which to report in this scenario.

Anyone familiar with this situation?
by JimForest
Mon Jan 02, 2017 6:26 pm
Forum: Data Manipulation
Topic: Differencing in worksheet with NA-filled holidays
Replies: 2
Views: 3798

Differencing in worksheet with NA-filled holidays

I am trying to calculate a change in an an interest rate data series and I am having a problem. The issue seems to be due to holidays and other days when the market was closed. Data is in 5-day week format. I tried to work around it by adding an IF condition to the sample statement, doing the follow...
by JimForest
Thu Dec 29, 2016 10:01 pm
Forum: Data Manipulation
Topic: Copying series between two workfiles
Replies: 1
Views: 3590

Re: Copying series between two workfiles

It appears I found the answer by adjusting the frequency conversion method. Not sure what I did for one page to behave differently, but it appears to be solved.
by JimForest
Thu Dec 29, 2016 9:46 pm
Forum: Data Manipulation
Topic: Copying series between two workfiles
Replies: 1
Views: 3590

Copying series between two workfiles

I am attempting to copy data from one workfile to another. The source workfile has an irregular date format and the target is a regular five day week format. I want to copy the data from the source to the target so that it fills target workfile with the source data only on the dates in the source, l...
by JimForest
Sun Dec 25, 2016 12:42 am
Forum: General Information and Tips and Tricks
Topic: R and statconnDCOM setup notes for use with EViews
Replies: 3
Views: 12955

Re: R and statconnDCOM setup notes for use with EViews

If you still have problems, try this: (from: http://homepage.univie.ac.at/erich.neuwirth/php/rcomwiki/doku.php?id=wiki:how_to_install ) Installation of R, R(D)COM server and RExcel R needs to be installed on the machine. The current version of the statconn tools and RExcel need R version 2.15.1 or h...
by JimForest
Sun Dec 25, 2016 12:39 am
Forum: General Information and Tips and Tricks
Topic: R and statconnDCOM setup notes for use with EViews
Replies: 3
Views: 12955

Re: R and statconnDCOM setup notes for use with EViews

FYI, this thread was very helpful. I had installed on a machine before and it worked fine. However, tonight I tried to run a script I wrote in the past on my new machine and had no luck. So I decided to remove my version of R and statconnDCOM and start from scratch. I encountered difficulties that i...
by JimForest
Mon Dec 19, 2016 11:17 pm
Forum: Programming
Topic: Simple Renaming Script Help
Replies: 2
Views: 3495

Re: Simple Renaming Script Help

Thank you Gareth!!!

Ali was not the greatest...Gareth is the GREATEST!!!

Float like a butterfly, sting like a bee!!!

You are the best. Happy Holidays!!! :D :D :D
by JimForest
Mon Dec 19, 2016 7:59 pm
Forum: Programming
Topic: Simple Renaming Script Help
Replies: 2
Views: 3495

Simple Renaming Script Help

Hello, Hoping someone can help me with a question. I want to rename series in workfile pages with a script, as I have series with the same names in each page but I want to differentiate between them in a combined worksheet. For example, I want to create the following strings- prefix1, prefix2, etc.....
by JimForest
Mon Dec 12, 2016 4:38 pm
Forum: Data Manipulation
Topic: Huge Bond Data File - Filtering out Bonds I don't need
Replies: 16
Views: 12900

Re: Huge Bond Data File - Filtering out Bonds I don't need

%start = dates_table(2,3) %end = dates_table(3,3) smpl {%start} {%end} I'll be honest, between this thread, your other thread and the emails you've sent, I have absolutely no idea what you're trying to achieve. But there is something somewhere that tells me you're making it far more complicated tha...

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