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Never mind. I figured it out. You need to give the system name
V_1.@aic, etc.

Sorry about that

I wrote a little program to estimate a 3 dimensional Vector Autoregression with lags from 1 to 12, and asked to save the AIC and SC from each run, store in the matrix IC: series r = ffr_shadow matrix(12,2) IC for !j = 1 to 12 var v_{!j} var v_{!j}.ls 1 !j ffr_shadow infl ue IC(!j,1) = @aic IC(!j,2) ...

Thank you!

stomna(AFG,Mat1) scalar X50 = @quantile(Mat1,0.5) scalar X60 = @quantile(Mat1,0.6) scalar X70 = @quantile(Mat1,0.7) scalar X80 = @quantile(Mat1,0.8) scalar X90 = @quantile(Mat1,0.9) series AFG_90 = 0 series AFG_80 = 0 series AFG_70 = 0 series AFG_60 = 0 series AFG_50 = 0 series AFG_90 = @recode(X90 ...

Thank you!!!

Can you give a little example about how to change the coefficient vector to something other than c?
I am having the same problem in a system. I have more than 740 coefficients, but replacing c(1)-c(740) with something like g(1)-g(740) doesn't work.

How do you do that? I mean use a coefficient vector other than c? I tried this but it doesn't recognize the vector g. vector (860) g system sys_01 !j1 = 1 !j2 = !j1 + 1 !j3 = !j2 + 1 !j4 = !j3 + 1 !j5 = !j4 + 1 !j6 = !j5 + 1 for %co AGO ALB ARE ARG AUS AUT BDI BEL BEN BFA BGD BGR BHS BLZ BOL BRA BRN...

Gareth, thanks for the explanation. But now I am confused. Subtracting the constant from the lagged dependent variable doesn't seem right. Say we just have an AR(1), where y(t) = c + ar1*y(t-1) + error(t), then you are saying eviews one-period ahead forecast will be y_f = c + ar1*(y(t) - c) = c*(1-a...

I had my class estimate an ARMA(2,2) on daily returns data from 01/01/70 to 05/10/2023 (IDK how we got to 2023, but that's not the issue), then to forecast 05/11/2023 and 05/12/2023. Using dynamic forecast, the forecasted values are 0.000439047 and 0.000580532 respectively. When you do it by hand, t...

I tried to run the X-12 seasonal adjustment (Eviews 8) and received the error message "You cannot run Census X-11/X12 from a shared directory which has spaces in its name" Has anyone else encountered this problem? Does anybody know what the error message means? This is a screenshot of the ...