Search found 80 matches

by EViews Mirza
Wed Jan 10, 2024 12:26 pm
Forum: Estimation
Topic: Do I have the wrong user's guide?
Replies: 2
Views: 2567

Re: Do I have the wrong user's guide?

Hi Duane! There are a couple of things to unpack, so let's go through them. 1) While the examples you're reading in the User's Guide II do in fact seem to use outdated images, they are all computationally correct! The "Cointegrating Form and Bounds Test" is indeed now the "Long Run Fo...
by EViews Mirza
Wed May 03, 2023 11:43 am
Forum: Bug Reports
Topic: crash in vecm
Replies: 1
Views: 2359

Re: crash in vecm

Hi!

Thanks for writing in. We can replicate the crash. A fix will be available with the next patch release.
by EViews Mirza
Mon Oct 17, 2022 2:16 pm
Forum: Bug Reports
Topic: Schwarz information criteria - Eviews 13
Replies: 3
Views: 2362

Re: Schwarz information criteria - Eviews 13

Hi Johan,

Thanks for letting us know. The syntax has been expanded. Both ic=sic and ic=bic are now supported in 13. You'll see the change with the next patch following today's patch release.

Kind regards,
Mirza
by EViews Mirza
Sat Oct 15, 2022 7:09 am
Forum: Estimation
Topic: Estimating Standard Errors for FEVD's of VECM parameters
Replies: 4
Views: 2307

Re: Estimating Standard Errors for FEVD's of VECM parameters

WF stands for "workfile". In any case, I was able to replicate the behaviour you're experiencing. It appears that this is an issue in EViews 12. EViews 13 is correctly handling this scenario. The issue is that FEVD standard errors are currently not supported with VEC models. The behaviour ...
by EViews Mirza
Sat Oct 15, 2022 6:59 am
Forum: Bug Reports
Topic: Bug workfile
Replies: 1
Views: 1598

Re: Bug workfile

Dear Johan,

Thanks for bringing this to our attention. We're aware of the bug and a fix will be released with the next EViews 13 patch.

Kind regards,
Mirza
by EViews Mirza
Fri Oct 14, 2022 8:38 am
Forum: Estimation
Topic: Estimating Standard Errors for FEVD's of VECM parameters
Replies: 4
Views: 2307

Re: Estimating Standard Errors for FEVD's of VECM parameters

Hello Andrew!

Would you mind sharing your WF and the exact steps (code) which reproduce the unintended behaviour?

Kind regards,
Mirza
by EViews Mirza
Tue Sep 13, 2022 1:40 pm
Forum: Estimation
Topic: Novel Dynamic ARDL Models
Replies: 3
Views: 2578

Re: Novel Dynamic ARDL Models

Hello there! If my understanding of the attached paper is correct, I believe you can do similar things in EViews using the model object. In particular, estimate an ARDL equation object and throw it into a model object. From there, you can perform a stochastic solve of the model which should give you...
by EViews Mirza
Mon Sep 12, 2022 10:03 am
Forum: Estimation
Topic: Non Linear ARDL (v13)
Replies: 2
Views: 1902

Re: Non Linear ARDL (v13)

It's quite possible you have regressor which are entering your equation with zero lags. If you look at the top of the default estimation output table, in the header, you should see a line that says something like Selected model: ARDL(...) This will tell you what the lags are for each variable in you...
by EViews Mirza
Thu Sep 08, 2022 2:55 pm
Forum: License Manager
Topic: Eviews 13
Replies: 8
Views: 73379

Re: Eviews 13

MT_MANC wrote:..and upgraded PMG functionality (eg Hausman Test now included ? )
Thanks


Yes, PMG Hausman test is now available in EV13.
by EViews Mirza
Thu Sep 08, 2022 7:42 am
Forum: Estimation
Topic: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables
Replies: 3
Views: 2342

Re: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables

Hi!

Thanks for bringing this to our attention. This looks like something we need to address. We're working on a fix.

Mirza
by EViews Mirza
Thu May 26, 2022 7:02 am
Forum: Estimation
Topic: ARDL with restriction (zero coefficient on x[t])
Replies: 6
Views: 3880

Re: ARDL with restriction (zero coefficient on x[t])

Dear Andrei,

Yes, you've landed on a bug. We'll fix and release an update as soon as possible.

Kind regards,
Mirza
by EViews Mirza
Wed May 25, 2022 6:30 am
Forum: Estimation
Topic: ARDL with restriction (zero coefficient on x[t])
Replies: 6
Views: 3880

Re: ARDL with restriction (zero coefficient on x[t])

Try

Code: Select all

equation my.ardl(fixed, deplags=2, reglags=1) y x1 x2 @FL(x3(-1), 0)


In case of the suggestion above, the ARDL form will be
y = c y(-1) y(-2) x1 x1(-1) x2 x2(-1) x3(-1)

However, the CEC form will be:
d(y) = y(-1) x1(-1) x2(-1) x3(-1) c d(y(-1)) d(x1) d(x2)
by EViews Mirza
Tue May 24, 2022 9:17 am
Forum: Programming
Topic: Dynamic multipliers for an ARDL model
Replies: 1
Views: 1947

Re: Dynamic multipliers for an ARDL model

Dear Andrei, At the moment, in EV12 and earlier, there is no way of generating dynamic multipliers for ARDL regressors, unless you write your own code to do so. However, we will introduce the ability to visualize dynamic multipliers for ARDL regressors with the release of EV13. Note that the beta ve...

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