Search found 8 matches
- Thu Jun 12, 2025 3:22 am
- Forum: Programming
- Topic: Incomplete string of equation info
- Replies: 1
- Views: 22898
Incomplete string of equation info
Any idea why [equation].@varlist, @subst and similar commands are are producing incomplete strings? I've done a few examples and they cut off part way through what should be the correct answer, typically somewhere around 80 characters. Is this the character limit (I thought I'd read 255 somewhere) a...
- Fri Jun 06, 2025 8:32 am
- Forum: Programming
- Topic: Model .droplink for in-model text
- Replies: 2
- Views: 30779
Re: Model .droplink for in-model text
Superb, thank you
- Fri Jun 06, 2025 5:28 am
- Forum: Programming
- Topic: Model .droplink for in-model text
- Replies: 2
- Views: 30779
Model .droplink for in-model text
I am having trouble programming a file to drop an identity within a model created via @append. Say I had an identity Z= X+Y within a model object as a text-equation via '[model].append @identity Z=X+Y' and the model object has listed that as Eq3 after an equation for X and Y. Now suppose I want to c...
- Wed Apr 30, 2025 8:07 am
- Forum: Add-in Support
- Topic: SpecEval add-in: Add-in for time series model development
- Replies: 3
- Views: 49131
Re: SpecEval add-in: Add-in for time series model development
Thanks, this is a really helpful tool. Could you clarify how the out-of-sample RMSE analysis works please? In the blog example there are OOS estimates for periods covering the original sample. Is there something similar to 'k-fold bagging' going on? i.e. re-estimate temporarily excluding a sub-sampl...
- Fri Aug 02, 2019 4:26 am
- Forum: Estimation
- Topic: Partial Least Squares estimation
- Replies: 0
- Views: 5073
Partial Least Squares estimation
Are there any plans to incorporate Partial Least Squares in future software releases, or as an additional add-in? I am unaware of any add-ins that currently do this, but happy to be corrected.
- Wed Jun 05, 2019 4:03 am
- Forum: Estimation
- Topic: Variable in cointegrating vector but not VAR
- Replies: 0
- Views: 4179
Variable in cointegrating vector but not VAR
I am attempting to add a variable to the cointegrating vector, but for it to not feature in the VAR. Can anybody please advise on how this might be done as I have not come across it before. See 'Financial liberalisation' variable restriction in this Bank of England blog estimation. https://bankunder...
- Mon Dec 17, 2018 9:55 am
- Forum: Programming
- Topic: ROC / AUROC / AUC integration
- Replies: 0
- Views: 3879
ROC / AUROC / AUC integration
Hi Are there any plans to add Received Operating Characteristics (ROC) and the Area Under the ROC curve (AUROC/AUC) into the main program? I appreciate there is the View/Expectation-Prediction Evaluation module which is useful , and a couple of threads on here for coding a program to do this, but as...
- Tue Dec 19, 2017 10:50 am
- Forum: Programming
- Topic: Expanding window HP cycle
- Replies: 0
- Views: 3656
Expanding window HP cycle
Hi
Is it possible to create a time series of an expanding window/one-sided HP cycle? I have seen code for a rolling window but am struggling to convert to an expanding version.
Any help would be greatly appreciated,
Thank you.
Is it possible to create a time series of an expanding window/one-sided HP cycle? I have seen code for a rolling window but am struggling to convert to an expanding version.
Any help would be greatly appreciated,
Thank you.
