Search found 18 matches
- Tue Aug 16, 2022 5:55 am
- Forum: Programming
- Topic: Generate a series based on 3 conditions
- Replies: 3
- Views: 5062
Re: Generate a series based on 3 conditions
Thanks so much!
- Sun Aug 14, 2022 7:06 am
- Forum: Programming
- Topic: Generate a series based on 3 conditions
- Replies: 3
- Views: 5062
Generate a series based on 3 conditions
Hi everyone,
I want to generate series w(t) with the following conditions:
w(t)=0 if a(t)<0
w(t)=a(t) if 0=<a(t)<=1
w(t)=1 if a(t)>1
Could anyone please help me on this command?
Normally with 2 conditions , I use @recode, but I don't know for 3 conditions.
I want to generate series w(t) with the following conditions:
w(t)=0 if a(t)<0
w(t)=a(t) if 0=<a(t)<=1
w(t)=1 if a(t)>1
Could anyone please help me on this command?
Normally with 2 conditions , I use @recode, but I don't know for 3 conditions.
- Thu Jan 14, 2021 3:15 am
- Forum: Data Manipulation
- Topic: combine many individual series into one dataset
- Replies: 6
- Views: 6745
Re: combine many individual series into one dataset
yes, you are right.
It's in separate pages for each country, and I want to combine all series in one page.
It's in separate pages for each country, and I want to combine all series in one page.
- Thu Jan 14, 2021 3:10 am
- Forum: Data Manipulation
- Topic: combine many individual series into one dataset
- Replies: 6
- Views: 6745
Re: combine many individual series into one dataset
They are in the same workfile, but in separated series for each country.
Now I want to combine them in 1 table: columns are country 1, country 2...to country 45; rows are time series data points
Now I want to combine them in 1 table: columns are country 1, country 2...to country 45; rows are time series data points
- Wed Jan 13, 2021 11:20 pm
- Forum: Data Manipulation
- Topic: combine many individual series into one dataset
- Replies: 6
- Views: 6745
Re: combine many individual series into one dataset
In eviews file, I have time series of stock market returns and corresponding short-time interest returns of 45 different countries. Based on these series, I generate other 45 series. Now, I would like to combine the series of each country into 1 sheet of data so that I can extract it back in excel 4...
- Wed Jan 13, 2021 9:28 pm
- Forum: Data Manipulation
- Topic: combine many individual series into one dataset
- Replies: 6
- Views: 6745
combine many individual series into one dataset
I have 45 time-series and I want to combine all of these series into 1 sheet so that I can extract it in excel file.
Could you please advise how to to it? Thanks!
Could you please advise how to to it? Thanks!
- Sun Jun 16, 2019 11:13 pm
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
Thank you so much!
- Sat Jun 15, 2019 8:43 pm
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
If I want to store p-value instead of t-stat, what code should I use?
- Wed May 29, 2019 12:47 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
This is my code to extract the coefficients and t-stat of the regression in a table. ======== for !j=1 to 28 genr strategy_rate_!j = strategy_return_!j - rate_!j genr actual_rate_!j = return_!j - rate_!j equation eq!j.ls strategy_rate_!j c actual_rate_!j matrix(28,4) alpha_beta alpha_beta(!j,1) = eq...
- Tue May 28, 2019 10:40 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
thanks so much for your help!
- Tue May 28, 2019 12:18 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
I have one more question.
The code "@coefs" is to save all coefficients of the regression.
Can we save only one coefficient and t-stat at a time?
The code "@coefs" is to save all coefficients of the regression.
Can we save only one coefficient and t-stat at a time?
- Tue May 28, 2019 12:08 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
thanks so much for your help!
- Mon May 27, 2019 8:43 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
Could you please help to show me how to save the t-value for each coefficient of the regression?
- Mon May 27, 2019 7:48 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
My regression equation: strategy_rate_!j = alpha + beta*actual_rate_!j This is my code: ======== for !j=1 to 28 genr strategy_rate_!j = strategy_return_!j - rate_!j genr actual_rate_!j = return_!j - rate_!j equation eq!j.ls strategy_rate_!j c actual_rate_!j matrix(2,28) alpha_beta colplace(alpha_bet...
- Mon May 27, 2019 7:39 am
- Forum: Programming
- Topic: store constant and coefficient of rolling regression
- Replies: 15
- Views: 17665
Re: store constant and coefficient of rolling regression
I found the solution to store the constant and coefficient.
But I don't know how to store the probability/t-value for each coefficient.
But I don't know how to store the probability/t-value for each coefficient.
