Search found 18 matches

by Mai LÊ
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!
by Mai LÊ
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.
by Mai LÊ
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.
by Mai LÊ
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
by Mai LÊ
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...
by Mai LÊ
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!
by Mai LÊ
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!
by Mai LÊ
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?
by Mai LÊ
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...
by Mai LÊ
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!
by Mai LÊ
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?
by Mai LÊ
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!
by Mai LÊ
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?
by Mai LÊ
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...
by Mai LÊ
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.

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