Search found 12 matches

by nawal
Thu Dec 24, 2015 10:11 pm
Forum: Econometric Discussions
Topic: How to interpret the difference transformation variable???
Replies: 1
Views: 2589

How to interpret the difference transformation variable???

Hi All, I have prepared a model and in which I took the dlog transformation of both dependent and independent variable. Now, I am struggling how to interpret the model results? What the beta co-efficient is showing? I searched a lot, but didn't find anything very good. Please help me on my query. I ...
by nawal
Sun Dec 20, 2015 7:29 am
Forum: Econometric Discussions
Topic: Interpretation of dlog variable model?
Replies: 1
Views: 2844

Re: Interpretation of dlog variable model?

Please help me.
I am really struggling with the interpretation of this term.
by nawal
Sun Dec 20, 2015 12:16 am
Forum: Econometric Discussions
Topic: Interpretation of dlog variable model?
Replies: 1
Views: 2844

Interpretation of dlog variable model?

Hi All, I have prepared a model and in which I took the dlog transformation of both dependent and independent variable. Now, I am struggling how to interpret the model results? What the beta co-efficient is showing? I searched a lot, but didn't find anything very good. Please help me on my query. I ...
by nawal
Wed Dec 16, 2015 11:08 pm
Forum: Programming
Topic: How to report P value of a rolling regression in a table
Replies: 7
Views: 8063

Re: How to report P value of a rolling regression in a table

Then just do exactly the same thing as was done to store the coefficients, but use eq.@pvals instead of eq.@coefs Thanks a lot... You are a life saver Gareth! Hi Gareth, I am running a Error correction model and to check the robustness of the parameter, I have to run the rolling regression on the s...
by nawal
Mon Dec 07, 2015 11:26 pm
Forum: Programming
Topic: eq.s options in the rolling regression
Replies: 3
Views: 4995

Re: eq.s options in the rolling regression

Not entirely sure I understand the question, but I think what you're asking is how to implement certain options using the LS command. The help page you link to has all the details. Or you can estimate an equation interactively, then click on View->Representations to see the command line form (or us...
by nawal
Mon Dec 07, 2015 6:15 am
Forum: Programming
Topic: eq.s options in the rolling regression
Replies: 3
Views: 4995

eq.s options in the rolling regression

Hi, I have to check the robustness of my estimates with different time period. I am using the below code for the same: if @isobject("comparison") then delete comparison endif 'create vector to store r-squares matrix(6,64) comparison 'create empty equation to be used inside the loop equatio...
by nawal
Thu Dec 03, 2015 11:57 pm
Forum: Programming
Topic: How to report P value of a rolling regression in a table
Replies: 7
Views: 8063

Re: How to report P value of a rolling regression in a table

Then just do exactly the same thing as was done to store the coefficients, but use eq.@pvals instead of eq.@coefs

Thanks a lot... You are a life saver Gareth!
by nawal
Thu Dec 03, 2015 11:35 pm
Forum: Programming
Topic: How to report P value of a rolling regression in a table
Replies: 7
Views: 8063

Re: How to report P value of a rolling regression in a table

Which version of EViews?

It is Eviews 9
by nawal
Thu Dec 03, 2015 9:26 pm
Forum: Programming
Topic: How to report P value of a rolling regression in a table
Replies: 7
Views: 8063

Re: How to report P value of a rolling regression in a table

What have you done so far, and how doesn't it work? Hi, I wrote this code to test the Robustness of the parameters of my equation. My time period is 2000Q1 to 2015Q2 and from the above equation I solved parameters for different time period like 2000Q to 2007Q4 then 2000Q1 to 2008Q1 etc. There is an...
by nawal
Thu Dec 03, 2015 8:14 am
Forum: Programming
Topic: How to report P value of a rolling regression in a table
Replies: 7
Views: 8063

How to report P value of a rolling regression in a table

Hi, I am not able to report P-value of a rolling regression in the table. Could anyone please help where I am doing wrong in the code? I would be very thankful to you. Below is the Code for the reference: if @isobject("comparison") then delete comparison endif 'create vector to store r-squ...
by nawal
Mon Nov 30, 2015 7:17 am
Forum: Programming
Topic: Program to run the same equation on different observations
Replies: 2
Views: 4067

Program to get the AIC, SBC etc in the output table

Thanks for your reply.. I am able to write the code which take different sample and run different model. I have attached the code also for the reference. But now, My problem is that I am not able to get the AIC, SBC, Constant Variance and Normality test in the output table. I tried to use table_abc(...
by nawal
Fri Nov 27, 2015 3:33 am
Forum: Programming
Topic: Program to run the same equation on different observations
Replies: 2
Views: 4067

Program to run the same equation on different observations

Hi, I want to run the same equation on different observation of a data set. The objective of this study to check at which point of time there is change in the model parameters. For example suppose if I have 100 observations. I want to run atleast 50 models on the same dataset and each time the last ...

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