Search found 8 matches

by redversjones
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...
by redversjones
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
by redversjones
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...
by redversjones
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...
by redversjones
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.
by redversjones
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...
by redversjones
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...
by redversjones
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.

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