Search found 80 matches
- Wed Jan 10, 2024 12:26 pm
- Forum: Estimation
- Topic: Do I have the wrong user's guide?
- Replies: 2
- Views: 11718
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to unpack, so let's go through them. 1) While the examples you're reading in the User's Guide II do in fact seem to use outdated images, they are all computationally correct!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...
- Wed May 03, 2023 11:43 am
- Forum: Bug Reports
- Topic: crash in vecm
- Replies: 1
- Views: 2839
Re: crash in vecm
Hi!
Thanks for writing in. We can replicate the crash. A fix will be available with the next patch release.
Thanks for writing in. We can replicate the crash. A fix will be available with the next patch release.
- Mon Oct 17, 2022 2:16 pm
- Forum: Bug Reports
- Topic: Schwarz information criteria - Eviews 13
- Replies: 3
- Views: 2543
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
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
- Sat Oct 15, 2022 7:09 am
- Forum: Estimation
- Topic: Estimating Standard Errors for FEVD's of VECM parameters
- Replies: 4
- Views: 2522
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 ...
- Sat Oct 15, 2022 6:59 am
- Forum: Bug Reports
- Topic: Bug workfile
- Replies: 1
- Views: 1708
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
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
- Fri Oct 14, 2022 8:38 am
- Forum: Estimation
- Topic: Estimating Standard Errors for FEVD's of VECM parameters
- Replies: 4
- Views: 2522
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
Would you mind sharing your WF and the exact steps (code) which reproduce the unintended behaviour?
Kind regards,
Mirza
- Tue Sep 13, 2022 10:58 pm
- Forum: Estimation
- Topic: Novel Dynamic ARDL Models
- Replies: 3
- Views: 2861
- Tue Sep 13, 2022 1:40 pm
- Forum: Estimation
- Topic: Novel Dynamic ARDL Models
- Replies: 3
- Views: 2861
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...
- Mon Sep 12, 2022 10:08 am
- Forum: Estimation
- Topic: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables
- Replies: 3
- Views: 2548
Re: Eviews13 vs Eviews12 - Different forecast output with VECM that includes exogenous variables
We'll get this out soon. Most likely this week.
- Mon Sep 12, 2022 10:03 am
- Forum: Estimation
- Topic: Non Linear ARDL (v13)
- Replies: 2
- Views: 2323
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...
- Thu Sep 08, 2022 2:55 pm
- Forum: License Manager
- Topic: Eviews 13
- Replies: 8
- Views: 75809
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.
- 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: 2548
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
Thanks for bringing this to our attention. This looks like something we need to address. We're working on a fix.
Mirza
- Thu May 26, 2022 7:02 am
- Forum: Estimation
- Topic: ARDL with restriction (zero coefficient on x[t])
- Replies: 6
- Views: 4544
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
Yes, you've landed on a bug. We'll fix and release an update as soon as possible.
Kind regards,
Mirza
- Wed May 25, 2022 6:30 am
- Forum: Estimation
- Topic: ARDL with restriction (zero coefficient on x[t])
- Replies: 6
- Views: 4544
Re: ARDL with restriction (zero coefficient on x[t])
Try
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)
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)
- Tue May 24, 2022 9:17 am
- Forum: Programming
- Topic: Dynamic multipliers for an ARDL model
- Replies: 1
- Views: 2178
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...