hi,
i estimated a VEC and now i created the impulse response function.
is there a way to include confidence bands for the impulse response function?
without any confidence bands any interpretation of the VEC is really difficult.
Search found 12 matches
- Fri Sep 11, 2009 4:26 am
- Forum: Estimation
- Topic: confidence interval impulse response functions
- Replies: 0
- Views: 3289
- Wed Aug 19, 2009 12:41 pm
- Forum: Programming
- Topic: How to limit polynomial distributed lag model
- Replies: 0
- Views: 3853
How to limit polynomial distributed lag model
hi guys, i am really thankful for any help. i use the simple code e.g.: eq.ls(n) pd1 c pdl(faktor22, 2, 1) where pd1 and faktor22 are my variables in this almon lag mode. eq is the name of my equation. pdl(faktor22, 2, 1) considers 2 lags with a degree of 1 for the polynomial, however, the problem i...
- Fri Jul 17, 2009 11:23 am
- Forum: Programming
- Topic: p-value Almon Lag Model
- Replies: 0
- Views: 3019
p-value Almon Lag Model
is there a way to retrieve p-values for a polynomial lag model?
- Thu Jul 16, 2009 1:30 am
- Forum: Programming
- Topic: exception to a FOR loop
- Replies: 2
- Views: 4247
Re: exception to a FOR loop
again the simplest way is the best :D thx
- Wed Jul 15, 2009 4:17 pm
- Forum: Programming
- Topic: exception to a FOR loop
- Replies: 2
- Views: 4247
exception to a FOR loop
hi, any ideas how i could include an exception for a loop, because atm i have to rewrite the code for every single case. short example: for !j = to 4 for !i = 1 to 30 eq.ls(n) pd!k c pdl(series4, 4, 2) pdl(series!i, !j, 2) next next in this example, my loop gets an error ofc, because i can't include...
- Tue Jul 14, 2009 2:49 am
- Forum: Estimation
- Topic: HEGY test
- Replies: 1
- Views: 4262
Re: Hegy test
some mins later i found a better article :) thats my code call y subroutine y 'generate auxiliary polynomials series Z1 = y + y(-1) + y(-2) + y(-3) series Z2 = - y + y(-1) - y(-2) + y(-3) series Z3 = - y + y(-2) series Z8 = y - y(-4) 'create seasonal dummies for !i=1 to 3 series s!i = @seas(!i) - @s...
- Tue Jul 14, 2009 2:11 am
- Forum: Estimation
- Topic: HEGY test
- Replies: 1
- Views: 4262
HEGY test
i found this http://forums.eviews.com/viewtopic.php?f=15&t=301
yet my maths is not sufficient to modify the code for quarterly data, i am asking if some1 could post the solution for it. it must be quite easy, but i couldnt do it after reading the hylleberg article :S
yet my maths is not sufficient to modify the code for quarterly data, i am asking if some1 could post the solution for it. it must be quite easy, but i couldnt do it after reading the hylleberg article :S
- Sat Jul 11, 2009 2:02 am
- Forum: Programming
- Topic: setting comma (decimal) as default setting in matrix
- Replies: 2
- Views: 5577
Re: setting comma (decimal) as default setting in matrix
thx that was quite easy xD
- Thu Jul 09, 2009 12:35 pm
- Forum: Programming
- Topic: setting comma (decimal) as default setting in matrix
- Replies: 2
- Views: 5577
setting comma (decimal) as default setting in matrix
hi, any1 knows how to set comma as decimal in a matrix? the ony way to change it for me until now, is to open every table separately and change it manually. there is no option to set it as default setting as far as i know. therefore i hope, there is a way to do it by a short macro. would save lots o...
- Tue Nov 11, 2008 8:45 am
- Forum: Programming
- Topic: How to run Breusch-Godfrey test for multiple series
- Replies: 4
- Views: 13200
Re: How to run Breusch-Godfrey test for multiple series
so there is no way, I can retrieve a result from the test e.g. the p-value and fill it in a matrix?
note: freezing the table results in a crash....too many windows open.
note: freezing the table results in a crash....too many windows open.
- Tue Nov 04, 2008 11:14 am
- Forum: Programming
- Topic: How to run Breusch-Godfrey test for multiple series
- Replies: 4
- Views: 13200
Re: How to run Breusch-Godfrey test for multiple series
thx for your help, tough i don't undertstand. could you please explain it? the point is, i can do: freeze name-of-equation.auto(4) but i cannot retrieve a value, to fill the matrix, e.g. matrix(1, 1) = ****** because apparently, i cannot name the result. or at least i have no idea, how to retrieve i...
- Tue Nov 04, 2008 10:23 am
- Forum: Programming
- Topic: How to run Breusch-Godfrey test for multiple series
- Replies: 4
- Views: 13200
How to run Breusch-Godfrey test for multiple series
Hi, i need help with the coding for the Breusch-Godfrey test in order to run it for multiple series. I did the loop-coding for the regression, but I have no clue, how to fill the matrix with the results of the BG test, because I don't see any specific "@commands" for the single results (e....
