EViews.com

Thanks, Glenn. I'm not looking for estimation procedures, though -- but rather graphical diagnostics. I need to create a categorical version of the variable of interest: grouping a variable that ranges from 1 - ~500 into several logical groups according to the underlying frequency distribution withi...

Hi, I'm sure this is a very elementary question for anyone who is experienced in graphical analysis using Eviews: I need to make distribution plots of data where the relative frequency is indicated by a series rather than by the number of records in the data set. So, for example, I'd like to make de...

Thanks very much, both of you. I did happen upon the post referenced above, but wondered whether EViews's functionality had been updated since then (the post's a year old). My concern is that I'm not sophisticated enough as a statistician to verify the program offered.... Interesting to know that li...

Hi, Does EViews have a method for taking random draws from the multivariate normal distribution, for a given set of point estimates and a variance-covariance matrix? I'm looking for something equivalent to the multivariate random number generator in R (http://rss.acs.unt.edu/Rdoc/library/MSBVAR/html...

This ought to be very easy, but I can't seem to find a way to count the number of distinct observations over a set of criteria. There ought to be a by-group function that does this, right? This is quite simple to do in SAS, SQL, or Stata. I think the question's been posed on this forum before, but I...

Hi, Does Eviews have a set of functions to associated with the normal distribution for a given mean and standard deviation? The four functions corresponding to the normal (@cnorm(x), @dnorm(x), @qnorm(p), @rnorm) take only a single argument, so I assume they're associated with the standard normal. T...

Hi, I am estimating a panel model with cross-section fixed effects using GLS. My expectation is that the residual ought to differ by cross-section (i.e., there is cross-sectional heteroskedasticity). To correct for this, I'm using GLS weights. So my model looks more or less like this: equation eq_d1...

Thanks, Gareth. That's what I've been doing, but it's getting a little cumbersome to create a new string variable every time I want to use the open or save files, or change the current directory (which happens multiple times throughout the program). Does this imply that there's no way to directly in...

Hello, I'm having trouble getting Eviews to recognize my workfile's name, which contains a replacement variable, in the "open" and "save" commands. I realize that it's expecting a string in double quotes, but I don't understand why this generates an error (nor how I should be exp...

Hi,

I am working with panel data, using cross-sectional GLS weights in a least squares regression.

I know that the option "keepwgts" stores the vector of weights, but I can't figure out how to extract these values from the equation object.

Thank you,
Rachel

Hi, I am estimating a diffusion model for which the two parameters to be estimated (c(1) and c(2)) must be bounded between 0 and 1. I'm having trouble figuring out how to impose these restrictions on the model. I am familiar with the command "param" to set starting values for iterative est...

Thanks again, Garreth! That's very helpful.

-R.

Thank you, Garreth! Both of those ideas make great solutions. I definitely see the advantages of having the test results saved as individual objects -- and I would choose that route, except for the difficulty of specifying the exogenous variables in the test once a group is made (.... @ ....). I don...

Hello, I am trying to run multiple Johansen tests, and save the output to a spool. I don't know of another way to do this other than with the output(s) command. The below program worked fine previously -- but rerunning it recently, none of the output goes to spool anymore: it just pops up window aft...

I am using the Johansen test for cointegration. When performing the test on a single group of series using the drop-down menu, it is to specify exogenous explanatory variables. However, I don't see any options in the Command Reference (under the command "coint") to list exogenous variables...