Search found 12 matches

by Ingolstadt
Fri Sep 11, 2009 4:26 am
Forum: Estimation
Topic: confidence interval impulse response functions
Replies: 0
Views: 3289

confidence interval impulse response functions

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.
by Ingolstadt
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...
by Ingolstadt
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?
by Ingolstadt
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
by Ingolstadt
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...
by Ingolstadt
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...
by Ingolstadt
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
by Ingolstadt
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
by Ingolstadt
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...
by Ingolstadt
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.
by Ingolstadt
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...
by Ingolstadt
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....

Go to advanced search