Search found 37 matches
- Thu Feb 27, 2025 12:26 pm
- Forum: Programming
- Topic: fixed decimals in matrix
- Replies: 3
- Views: 39044
Re: fixed decimals in matrix
Do you mean by "actual" the values of the initial vector (possibly subject to further calculations) and by "display" the values displayed as results? If so, displayed. What I want is to display the values of the column vector in a matrix with fixed decimals.
- Thu Feb 27, 2025 3:56 am
- Forum: Programming
- Topic: fixed decimals in matrix
- Replies: 3
- Views: 39044
fixed decimals in matrix
Hello
I am filling a matrix with column vectors using colplace, is there a way to limit the number of decimals in a given column? Setcell allows this by specifying the fixed decimal as the last argument, but this does not work with colplace.
Thank you
I am filling a matrix with column vectors using colplace, is there a way to limit the number of decimals in a given column? Setcell allows this by specifying the fixed decimal as the last argument, but this does not work with colplace.
Thank you
- Thu Jan 23, 2025 9:52 am
- Forum: Econometric Discussions
- Topic: when autocorrelated errors are correlated
- Replies: 0
- Views: 91473
when autocorrelated errors are correlated
Hello, I am estimating a system of equations with correlated errors, where each error also exhibits autocorrelation. To address this, I specified a system in which each equation includes the component +[ar(1)=c(i)] to account for first-order autocorrelation. I then estimated the entire system using ...
- Mon Jan 20, 2025 6:58 pm
- Forum: Programming
- Topic: do not display output
- Replies: 1
- Views: 31710
do not display output
Hello,
I am running a program which contains a big amount of intermediary least squares estimations that I do not want Eviews to display on the screen to save computation time. There is no such indicator in the ls options but I suppose there is a way to do that?
Thank you for your help!
I am running a program which contains a big amount of intermediary least squares estimations that I do not want Eviews to display on the screen to save computation time. There is no such indicator in the ls options but I suppose there is a way to do that?
Thank you for your help!
- Mon Nov 25, 2024 10:07 am
- Forum: Programming
- Topic: estimate coefficients partially
- Replies: 2
- Views: 32396
Re: estimate coefficients partially
Thank you Gareth, this addresses my concern. The solution was so simple...
- Sun Nov 24, 2024 7:49 pm
- Forum: Programming
- Topic: estimate coefficients partially
- Replies: 2
- Views: 32396
estimate coefficients partially
Hi, I have a system of equations, say, y1 = c(1) + a(1)*x1 + a(2)*x2 y2 = c(2) + a(3)*x1 + a(4)*x2 The coefficients a(1) to a(4) are stored in a coefficient vector located in the workfile. These coefficients should not be re-estimated, only the coefficients c(1) and c(2) must be estimated. How can I...
- Fri Jul 19, 2024 7:04 pm
- Forum: Estimation
- Topic: Interpretation of coefficients in SUR
- Replies: 8
- Views: 63132
Re: Interpretation of coefficients in SUR
Concerning the message, I meant "near-singuler matrix", sorry for the confusion.
- Fri Jul 19, 2024 4:49 pm
- Forum: Estimation
- Topic: Interpretation of coefficients in SUR
- Replies: 8
- Views: 63132
Re: Interpretation of coefficients in SUR
Hi, I would like to add to this subject on the issue of the number of equations and of variables per equation supported by SUR. I have a large model of 33 equations containing each 9 variables. I need to estimate this sytem by accounting for the contemporaneous correlation of residuals but also resi...
- Fri Jul 05, 2024 6:05 am
- Forum: Estimation
- Topic: Dynamic instrumental variables in a system GMM
- Replies: 3
- Views: 43845
Re: Dynamic instrumental variables in a system GMM
Thank you for your response. However please forgive me, I couldn't really understand what I should do. What is meant by using the dialog wizard to specify my dpd, what does dpd refer to?
- Fri Jul 05, 2024 2:08 am
- Forum: Estimation
- Topic: Dynamic instrumental variables in a system GMM
- Replies: 3
- Views: 43845
Dynamic instrumental variables in a system GMM
Hi, I would like to know how I can declare dynamic instrumental variables for a system of equations that I want to estimate using GMM. The tutorial indicates that for a single equation one can declare a dynamic instrument X by specifying @dyn(X) after the separator @. Can I do the same thing with sy...
- Sun Feb 25, 2024 7:18 pm
- Forum: Programming
- Topic: AC consistent SUR
- Replies: 0
- Views: 39354
AC consistent SUR
Hi,
I am running a SUR system of multiple equations where the residuals appear to be autocorrelated. Is there a way of performing SUR with, say, Newey-West adjusted covariance estimation so that my coefficient covariance estimators are autocorrelation consistent?
Thank you
I am running a SUR system of multiple equations where the residuals appear to be autocorrelated. Is there a way of performing SUR with, say, Newey-West adjusted covariance estimation so that my coefficient covariance estimators are autocorrelation consistent?
Thank you
- Fri Nov 03, 2023 6:21 pm
- Forum: Programming
- Topic: wald test between two systems
- Replies: 0
- Views: 142445
wald test between two systems
Hello, I estimated a system s1 of n equations with k parameters using SUR over a sub-period %dat1 to %dat2. Then I estimated a second system s2 of the same equations over another sub-sample %dat2+1 to %dat3. Estimated systems s1 and s2 are stored in the workfile. I want to run a Wald test for testin...
- Mon Jul 10, 2023 2:54 pm
- Forum: Programming
- Topic: running a sequence over subperiods
- Replies: 3
- Views: 13464
Re: running a sequence over subperiods
Thank you so much, the second way was the kind of approach I was seeking. If I do that way, am I obliged to give a name to each sub-period, here subp1 and subp2, since these names do not appear anywhere in the program, therefore seem not to be useful? That is, can I write the first sentence as: %spe...
- Fri Jul 07, 2023 5:20 am
- Forum: Programming
- Topic: running a sequence over subperiods
- Replies: 3
- Views: 13464
running a sequence over subperiods
Hi, I want to run over two subperiods [1, !d-1] and [!d, !n] defined as the strings subp1 and subp2, the SAME list of instructions where a time increment !i is used. One way of doing this is : smpl {subp1} for !i=1 to !d-1 list of instructions next smpl {subp2} for !i=!d to !n list of instructions n...
- Wed Nov 30, 2022 3:04 pm
- Forum: Programming
- Topic: singular covariance in Kalman filtering
- Replies: 1
- Views: 3687
singular covariance in Kalman filtering
Hi, I have a concern about a "singular covariance" message which came with the output of a Kalman filter estimation. I am wondering which covariance is concerned here, the covariance of the measurement or of the state equation disturbances or the covariance of the forecasted or updated sta...
