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I found a good way to solve the problem: just unstack the panel structure into a pool structure page. Then use loop to conduct the exp smooth to every firm's ebit series.

Hi, everyone, I have a panel data set with 5000 firms and 40 quarters. There's a series named "ebit". I want to apply exponential smooth to this series "ebit" for 5000 firms. How can I do it on the page with a panel structure? If you know, please help me. Anyway, it seems that I ...

The official document said that the command "makecoint" makes a new series containing the cointegration. For example, establish an ARDL model with two variables x and y. And suppose the cointegration equation gets from the estimation is y = a + bx. Then, the command should create a series ...

Hi developers, I am using EViews12. When I used the VAR model, I found the command of "impulse" has some defects: 1. It can only save the confidence intervals that are not calculated from the bootstrap method in the matrix. Hope we can easily save all types of CI in a matrix in the near fu...

Hi, guys, I'm using EViews12 to establish a normal VAR model and use the CI of Hall's percentile in IRF calculation. I know there're options to save responses and standard error series to the matrix in command "impulse". However, I found I can't use those saving options to the CI of Hall's...

Hi developers, I'm a fan of the EViews, and I'm mainly focusing on macro-econometrics (usually time series analysis) and forecasting. Recently, I want to use panel models to do the forecasting. I find there are already many advances in panel data econometrics in recent years. However, the EViews doe...

It is impossible to answer this question with the information provided. A workfile with estimated objects would help. Hi Glenn, Thanks for the reply. I post my workfile here. There're two sheets in the workfile, one of them contains four monthly data and the other contains one quarterly data. The f...

Dear all, I constructed a state-space model to estimate the state variable. The model program works quite well at first. Picture 1 is the outcome I get from the estimation, the last observation of the model is June of this year. However, after I update the data to the July of this year, the outcome ...

Hello, Just a little extra information about include statements that might help in the future, such statements are functionally equivalent to copying the EViews code from the included file into the including file at the inclusion point. Consequently, the program will be ill-formed if the included f...

EViews Gareth wrote:Don't think there is one.

Ok then.

Dear all, When I using EViews11, I can use "wffilter" to select the specific objects that I want to show in the workfile. However, this command cannot work in EViews10. So, I would like to find which command in EViews10 is the counterpart of the "wffilter" in EViews11? Thx so much!

Can you provide an example that doesn’t work? I’m not suggesting there isn’t an issue, just that the issue is impossible to diagnose without having information on what the issue is. Dear Gareth, I revised my program structure, and it seems to work well now. So, now I believe it may be the problem o...

Can you provide an example that doesn’t work? I’m not suggesting there isn’t an issue, just that the issue is impossible to diagnose without having information on what the issue is. Dear Gareth, thanks for the quick reply. Just now, I had tried some relatively simple sample parent-child programs, t...

Probably just the way you have the included program written. It is easy to show that in general it works ok: myfile.prg: series a = @nrnd parent program: create m 1990 2000 if 3>2 then include myfile.prg endif Dear Gareth, I have the same problem, and I don't understand your point here. How can we ...

A very nice try!

1. Could you update the notepad++ version for EViews 10 and 11?

2. I am wondering: can I run the EViews code in the notepad directly?

Thanks a lot!