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No answer?

Hi, I still have the problem but I wasn't getting good results so I decided to move to another model, specifically the one presented in this paper: https://www.imf.org/external/pubs/ft/wp/2015/wp15144.pdf , which is similar to the one I was trying to estimate. I have one question though: some of the...

Hi,

Here's the workfile and the program. The odd thing is that if I change a small thing in the program (for example, using annual growth instead of quarterly), then the program runs more than the 500 iterations.
The build is Aug 11 2016.

Thanks.

Hello, I'm running Eviews 9.5, enterprise edition. I've been trying to estimate a state space model. The program asked me for an update and I downloaded it and installed it. However, now when I run my model, I cannot make my model to be estimated with more than 500 iterations. I tried both the name_...

That idea would work pretty efficiently.

Thanks, I really appreciate your help.

Or, once you have set the sample to the month, you could convert the series into a vector and sort the vector, and grab first 3 rows. Ok thanks, I like that idea! I was also thinking that another approach would be that once I set the sample to the month, I could use the @quantile function to create...

Once you have done a sort, all workfile structure is removed, so it would tell you the observation number in current workfile space, allowing you to set the sample.

You might actually be better off just moving the data to a new page with each iteration of the loop.

Oh ok I understand, thanks!

After doing the first set sample, and then the sort, you could use the @otods function to get the obsid of the first observation in the sample and the third (or whatever proportion you want), then set the sample again to be between those obids Correct me if I am mistaken please because I think I do...

Each window is the lowest 10% values of all of Y. No, for example each window contains a time period (say March), I want to use ONLY the 3 lowest values from March, perform the calculation, then move on to April, get the lowest 3 values from April, perform calculation, then May and so on... So in e...

I can't figure out what you're trying to do. Can you explain in words? Hello, Yeah, sure. So I have daily dated data and I need to calculate and estimator on a rolling window of observations. So for each window (for example, of 1000 observations), I need a fixed proportion (10%) of the highest/lowe...

Hello, Thank you very much for your answer, I understand the logic of it, however I have a question: you are right, the original data are dated, but the thing is that I need to select the 10% highest/lowest values of each window, which is why I have to sort it...this will make the dated structure di...

Hello, I am trying to run a Hill estimator on a rolling window of observations, however I am having trouble to get the sub-sample for each window. So far what I have is this: 'Move sample !step at a time for !i=1 to !length-!window+1-!step step !step !j=!j+1 for !upper=1 to 2 if !upper=1 then smpl @...

Yes. Hi, This is the code of what I am trying to do in the workfile I previously attached: smpl @all genr r_sp=dlog(sp500_adj) series r_sp=@recode(r_sp<>na,r_sp,0) smpl if sp500_adj<>NA equation eq1.arch r_sp c But I am still getting the same error, why? If I already replaced the NA with 0's.

Probably due to internal NAs in the data rather than the actual structure of the page.

But shouldn't it work once I replace the NA for 0's?

Hi, I am trying to run a GARCH model for a series assets returns that start a different dates. First I created the WF as a regular 5 day-weeks but got a message saying that GARCH needs continuous time to work (I don't even know what that means, I tried replacing the NA for 0 and still didn't work). ...