EViews.com

Ah, that worked. Thank you so much :)

How exactly do I type that onto the command window without Eviews computing the coefficients for c3 and c4? Thanks!

I mean c(3)=1 and c(4)=1, not c(3)+c(4)=1. Thanks.

Ok. To clarify, I have time series data y, x1, and x2. How do I estimate

y = c(1) + c(2)y(-1) + c(3)x1 + c(4)x2

with the condition that c(3) and c(4) are both equal to one, i.e. c(3)=c(4)=1?

Thanks!

How do I perform forecast evaluation if some of the coefficients must equal one?
For example, how to do forecast evaluation for these two models:

y = c(1)y(-1)
y = c(2)y(-1) + c(3)x1 + c(4)x2
with the condition that c(3) and c(4) are both equal to one, i.e. c(3)=c(4)=1?

Thanks!

How do I do forecast evaluation and the Diebold-Mariano (DM) test for panel data? The "View/Forecast Evaluation" is not available in stacked panel data. Even the DMtest add-in generates an "illegal date" error with panel data. Thanks!

Hello. How do I create from a pool (not group), a series consisting of cross-sectional means for each period? I found from my search the command @meansby but I don't understand the syntax. Please provide sample program. Thank you so much!

Is there a way to use robust standard errors for the test, e.g. heteroskedasticity and autocorrelation adjusted similar to the covariance method options in equation estimation (cov=hac)? Thank you!

To determine if the mean, standard deviation, and Sharpe ratio = mean/standard deviation are significantly different from zero. Thank you!

If I have monthly stock price data and generate monthly returns (percentage changes) descriptive statistics, how do I get the standard errors, t-stats, and p-values for the mean, standard deviation, and Sharpe ratio = mean/standard deviation? Thank you!

'create a workfile wfcreate q 1990 2010 'create a group which will contain the xs group xs 'create 5 series for %i GDP UNEMP INFL CPI M1 series {%i}=nrnd xs.add {%i} next 'create matrix to store wald statistics and p-values matrix(10,2) Walds 'create empty equation to be used inside the loop equati...

Thank you. But what if the series names are xa, xb, xc, xd, xe and ya, yb, yc, yd, ye?

'create a workfile wfcreate q 1990 2010 'create 5 y and 5 x series for %y y1 y2 y3 y4 y5 series {%y}=nrnd for %x x1 x2 x3 x4 x5 series {%x}=nrnd 'run pairwise regressions between each series equation eq_{%y}_{%x}.ls {%y} c {%x} next next Hello! How do I modify the above code so that only the five e...

EV11 closes when using @rowranks. Attached is the data and below is the code. 'Open excel data source wfopen(link) "C:\Users\rklau\OneDrive\Research\Dissertation\Data - Provisional\Sample - Mecklai.xlsx" range=Sheet1 colhead=1 na="#N/A" @freq D5 @id @date(date) @smpl @all 'Rename...

How do I find the row index of the n-highest value in a group similar to @rimax (n = 2nd, 3rd,...etc.)? Thanks.