Is there a way to define my own transformation?
I want to create my own transformation so that I can wrap the target series in @sa(x) to run a regression without necessarily defining a new series (which, as far as I know, is the not currently offered by any the seasonal adjustment methods).
Search found 10 matches
- Mon Feb 24, 2020 8:57 am
- Forum: Programming
- Topic: User-Defined Transformation
- Replies: 2
- Views: 5514
- Fri Jan 24, 2020 10:14 am
- Forum: Programming
- Topic: Indexing with a Table
- Replies: 1
- Views: 4813
Indexing with a Table
I have a table with ISO codes in one column and a value in another. I want to loop through ISO codes and then lookup the value, essentially like a VLOOKUP function in Excel. Essentially; for %iso USA !index = **find the row that the USA is in on the table** string wanted_value = Table(!index,3) next
- Mon Dec 09, 2019 7:52 am
- Forum: Programming
- Topic: Generate A Range of Numbers Stored in Vector
- Replies: 1
- Views: 5043
Generate A Range of Numbers Stored in Vector
I am trying to generate a series of numbers in an elegant way to store in a vector, counting 1 to 10 by 1. In other programming languages I'm familiar with, it would just be using ":" as an operator, so that 1 to 10 would just be >>> vector x = 1:10 Is there any way to do this with code in...
- Wed Oct 23, 2019 12:11 pm
- Forum: Programming
- Topic: Saving the R-Squared of Vector Autoregression.
- Replies: 1
- Views: 5186
Saving the R-Squared of Vector Autoregression.
I am trying to save some data members of the VAR object, but I am getting an error. I've tried:
scalar val =(var_name).@r2
scalar val =@r2(var_name)
both return the same error:
Error Message: No equation in memory
How do I retrieve the data members from a VAR?
scalar val =(var_name).@r2
scalar val =@r2(var_name)
both return the same error:
Error Message: No equation in memory
How do I retrieve the data members from a VAR?
- Tue Aug 13, 2019 2:26 pm
- Forum: Estimation
- Topic: Overflow error
- Replies: 8
- Views: 18236
Re: Overflow error
Gareth- what does it mean that a system is explosive? I don't understand the terminology.
Thanks
Thanks
- Thu Jun 20, 2019 4:21 pm
- Forum: Programming
- Topic: Reselecting Coefficients After ARDL
- Replies: 4
- Views: 13998
Re: Reselecting Coefficients After ARDL
Thank you, but on a related note, is there a way I could collect all p-values in a vector with a loop?
- Thu Jun 20, 2019 8:28 am
- Forum: Programming
- Topic: Reselecting Coefficients After ARDL
- Replies: 4
- Views: 13998
Reselecting Coefficients After ARDL
When I run an ARDL model, several coefficients with high probability of insignificance are still included. Is there any way to re-run the ARDL and then select coefficients based on p-value of <.1000?
- Fri Jun 07, 2019 8:04 am
- Forum: General Information and Tips and Tricks
- Topic: Commands like @coefs
- Replies: 1
- Views: 8474
Commands like @coefs
I know to reference coefficients in an equation, you can use @coefs, but what if I want to reference R^2? Is there a similar command for that?
- Fri Mar 29, 2019 12:15 pm
- Forum: Programming
- Topic: User-Defined Regressor Error
- Replies: 0
- Views: 3305
User-Defined Regressor Error
I am trying to do a .x13 seasonal adjustment with a user-defined regressor. I have a dummy variable for the different months of easter, and I am determining that to be "holiday" type. I am getting these error messages: WARNING: Forecast extension cannot be done for multiplicative or log- a...
- Wed Oct 03, 2018 9:04 am
- Forum: Programming
- Topic: Date of last observation
- Replies: 4
- Views: 7539
Re: Date of last observation
How could I create a "start" date using a similar method by referencing the date 24 months prior to the last observation - for creating a sample instead of pagestruct?
