Search found 12 matches

by tadejus
Fri Jan 03, 2020 9:57 am
Forum: Econometric Discussions
Topic: calculating contributions to the principal component
Replies: 1
Views: 5928

calculating contributions to the principal component

Hi, here's the code I am using to calculate contributions for the principal component ---------------------- group g1 x y z g1.makepcomp(scale=normload, cor, eigval=v1, eigvec=m1, cproport) f1 f2 f3 scalar s=@csum(v1) scalar l1=v1(1,1)/s scalar l2=v1(1,2)/s scalar l3=v1(1,3)/s series F1_XYZ=f1 'crea...
by tadejus
Thu Mar 14, 2019 3:53 am
Forum: Data Manipulation
Topic: Problem: EViews becoming the default viewer of xlsx files
Replies: 9
Views: 20793

Re: Problem: EViews becoming the default viewer of xlsx files

I solved the problem this time around by right clicking one of the excel files, going to properties, advanced options and selecting excel as a type of file (although it was already checked).. that solved it.. not sure the problem wan't reappear next time I import data form an excel file.. but it has...
by tadejus
Thu Mar 14, 2019 3:49 am
Forum: Data Manipulation
Topic: Problem: EViews becoming the default viewer of xlsx files
Replies: 9
Views: 20793

Re: Problem: EViews becoming the default viewer of xlsx files

Hi,

I have the same problem..
Eviews was definitely not installed before excel (who would do that anyway)..
I had the same problem with the old company, both using Windows 10 and Eviews 10.
What are you people doing?
by tadejus
Wed May 24, 2017 5:28 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

I'll admit upfront that I'm not following this thread carefully, and I'm not familiar with the application at hand, so I may be missing nuance in the way you want to construct the model. With those caveats, I'll note that if all you want is contemporaneous correlation between states, you can use th...
by tadejus
Fri May 19, 2017 7:15 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

Why doesn't using growth_next_year lagged accomplish the same thing? (I may well be jet lagged and missing something) because growth is not observable but also estimated (bear in mind it is a potential growth) and as such must be declared in state and not sygnal equation.. once you declare it in st...
by tadejus
Fri May 19, 2017 1:29 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

Which variables do you want to be contemporaneously correlated? growth and pot in line: @state pot = pot(-1) + growth+ [var=exp(c(1))] so this line is telling us that the potential output (pot) is linked to the previous period potential output and with current period (!contemporaneous correlation!)...
by tadejus
Thu May 18, 2017 9:06 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

yes but then you will run into the same problem when you try to define growth_next_year by saying @state growth_next_year=growth(1) where eviews will not allow for lead variables in state equations or @state growth_next_year= c(2)*crec + (1-c(2))*growth + [var=exp(c(3))] ' where again you will run ...
by tadejus
Thu May 18, 2017 8:51 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

yes but then you will run into the same problem when you try to define growth_next_year by saying @state growth_next_year=growth(1) where eviews will not allow for lead variables in state equations or @state growth_next_year= c(2)*crec + (1-c(2))*growth + [var=exp(c(3))] ' where again you will run i...
by tadejus
Thu May 18, 2017 8:22 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

it gives back an error Invalid lags or leads for state variables in state equation "@STATE POT = POT(-1) + GROWTH+ [VAR=EXP(C(1))]" in "DO_ BLAGRAVE.ML(MAXIT=1000)". since contemporaneous correlation (i.e. non laged variables in the state equations are prohibited by definition - ...
by tadejus
Thu May 18, 2017 8:11 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

Re: contemporaneous correlation in state equations

I did try to do this and it does not work, probably because growth is not observable, but instead is estimated as a combination of observable average growth and an unobservable deviation from the average?
my observables are: gdp, u, cpi and potential
by tadejus
Thu May 18, 2017 7:52 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23381

contemporaneous correlation in state equations

Hi all, I can't find this topic being mentioned and I am stuck with it.. Basically I want to introduce a contemporaneous correlation in state equation and can't find a way to circumnavigate the rule stating that all the dependent variables in state equations need to be lagged.. so my code which aims...

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