Search found 13 matches

by veni
Thu May 16, 2024 8:38 am
Forum: Data Manipulation
Topic: Frequency table
Replies: 0
Views: 3232

Frequency table

Dear All,
I'm wondering if it's possible to import the frequency table of a sample (the data are not available) in order to get the kernel density graph.
Many thanks in advance!
V.
by veni
Tue Jun 13, 2023 8:50 am
Forum: Estimation
Topic: Panel data estimation
Replies: 1
Views: 8776

Panel data estimation

Dear Group Members, Apologies if this question is answered before. Suppose two stocks for whose we study a particular variable using X independent variables. Assume that for each stock, there is a qualitative variable, e.g. "health", "tech" etc based on the sector. My understandi...
by veni
Thu Jan 05, 2023 6:02 am
Forum: Programming
Topic: hodrick-prescott applied to a group of variables
Replies: 3
Views: 1789

Re: hodrick-prescott applied to a group of variables

group g1 * not resid
hpf(lambda=69) g1

g1 is a group of 100 series
Instead having
hpf(lambda=69) series1
.
.
.
hpf(lambda=69) series100
I'm looking for a way to automate this. Unless the only way is to include it in a for loop.
Thanks again
by veni
Wed Jan 04, 2023 8:40 am
Forum: Programming
Topic: hodrick-prescott applied to a group of variables
Replies: 3
Views: 1789

hodrick-prescott applied to a group of variables

Dear Group members,
I have several variables and I want to apply the HP filter. Who to automate this? I grouped them but the hpf does not work.
Many thanks in advance,
Veni
by veni
Thu May 07, 2020 8:34 am
Forum: Programming
Topic: Event study-Pairwise Wilcoxon signed rank test
Replies: 0
Views: 4115

Event study-Pairwise Wilcoxon signed rank test

Hi! My post is a modification and an extension of an existing post from the past (http://forums.eviews.com/viewtopic.php?f=5&t=10255&p=35884&hilit=abnormal+returns#p35884) The context is more or less the same, but the suggested steps do not work in my case. The dataset consists of 38 ser...
by veni
Wed Mar 15, 2017 8:13 am
Forum: Programming
Topic: exact sample size for various series
Replies: 2
Views: 3289

Re: exact sample size for various series

Hi Gareth

Thanks for your quick reply. Of course it's insane :)
I'll try the dtoo and the other functions.

Thanks a lot!

Best
Veni
by veni
Wed Mar 15, 2017 7:34 am
Forum: Programming
Topic: exact sample size for various series
Replies: 2
Views: 3289

exact sample size for various series

Dear All I have a excel file with 5000 time series. All the series have not the same history, that's why there are a lot of N/A to fill the whole sample. I import the series as matrix and then I convert it to series (Problem 1: The N/A's are converted to zeros which is a problem as the variable does...
by veni
Sat Jan 21, 2017 7:13 am
Forum: Programming
Topic: normalize a group of variables
Replies: 11
Views: 25244

Re: normalize a group of variables

Thank you so much!
by veni
Fri Jan 20, 2017 1:30 am
Forum: Programming
Topic: normalize a group of variables
Replies: 11
Views: 25244

Re: normalize a group of variables

Matt, thank you so much for replying so quickly and for the code. Can you suggest some reading? Unfortunately, I'm matlab user.
by veni
Thu Jan 19, 2017 6:34 am
Forum: Programming
Topic: normalize a group of variables
Replies: 11
Views: 25244

Construct a series from a series

Hi All I have the following simple thing to do; given two series, namely phase and x, I'd like to construct four new series subject to some constraints fulfilled for the first one. That is if phase(i)=1, create a new series ret1, where ret1(i)=x(i), if phase(i)=2, then ret2(i)=x(i) etc. Doing this f...
by veni
Thu Sep 08, 2016 6:17 am
Forum: Programming
Topic: principal component analysis (PCA)_store some of PC
Replies: 0
Views: 7917

principal component analysis (PCA)_store some of PC

Hi All! I have the following problem: Let a group of variables (in my case 26) and assume that only the PC whose eigenvalues are greater than one should be kept. Since I don't know how to do it in one or two lines (as I'm new in Eviews programming), I though the following (inefficient way): g1.pcomp...
by veni
Mon Sep 05, 2016 12:18 am
Forum: Programming
Topic: normalize a group of variables
Replies: 11
Views: 25244

Re: normalize a group of variables

Thanks a lot Gareth!
by veni
Fri Sep 02, 2016 6:16 am
Forum: Programming
Topic: normalize a group of variables
Replies: 11
Views: 25244

normalize a group of variables

Hi All.
I have a group of more than 100variables and I'd like to normalize the members (x(:,i)-mean/std) and then create a new group. Is it a way to do that?
Thanks in advance.Veni

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