Search found 9 matches

by lotusfr
Wed Jul 13, 2022 8:28 am
Forum: Data Manipulation
Topic: How to create a matrix with Na and certain values as 0
Replies: 1
Views: 3816

How to create a matrix with Na and certain values as 0

For example, I have a M=8*8 matrix and I want the default to be NA. But M(1-4,5-8) as 0

Thanks very much
by lotusfr
Wed Jul 13, 2022 1:43 am
Forum: Estimation
Topic: VAR exogenous variable shock
Replies: 3
Views: 3029

Re: VAR exogenous variable shock

It's possible to do this, but not easy. It can be done by imposing restrictions on the coefficients in the "VAR Restrictions" tab. Essentially, you need to 1) add the exogenous variables as endogenous variables, and 2) make sure that, for the equation for the exogenous variable, all the l...
by lotusfr
Tue Jul 12, 2022 9:23 am
Forum: Estimation
Topic: VAR exogenous variable shock
Replies: 3
Views: 3029

VAR exogenous variable shock

Hi there,

How to create IRF using exogenous variable shocks such as oil, USGDP and China GDP?

Thanks very much

Rong

Capture.PNG
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by lotusfr
Tue Jul 12, 2022 9:19 am
Forum: Suggestions and Requests
Topic: Add VAR exogenous variable shock feature
Replies: 1
Views: 4068

Add VAR exogenous variable shock feature

Thanks very much
by lotusfr
Mon Jun 20, 2022 5:49 am
Forum: Models
Topic: Unable to compute due to missing data
Replies: 1
Views: 3879

Unable to compute due to missing data

Hi,

I encountered this problem when using bvar though I don't think I have missing data. I attached the workfile and the program

Thanks very much for your help

Best,
Rong
by lotusfr
Wed Dec 09, 2020 12:12 pm
Forum: General Information and Tips and Tricks
Topic: How to create user event in MoveReg for Chinese new year?
Replies: 1
Views: 13316

How to create user event in MoveReg for Chinese new year?

Hi, I am using MoveReg Seasonal adjustment function and I want to add Chinese new year holidays. help page.PNG The help page said "The User Events edit field can be used to specify your own holidays/events. Simply enter the name of one or more series in the workfile containing binary informatio...
by lotusfr
Wed Dec 09, 2020 11:31 am
Forum: General Information and Tips and Tricks
Topic: STL seasonally adjusted for weekly data
Replies: 2
Views: 14357

Re: STL seasonally adjusted for weekly data

EViews Gareth wrote:Adjusted = Actual - Seasonal

Thanks a lot. Make sense
by lotusfr
Wed Dec 09, 2020 5:04 am
Forum: General Information and Tips and Tricks
Topic: STL seasonally adjusted for weekly data
Replies: 2
Views: 14357

STL seasonally adjusted for weekly data

Hi, I am using STL function to seasonally adjust weekly data. According to the help page, STL assumes an additive relationship between the seasonal, trend and remainder components. help page.PNG However, when I run the function I got trend, season, remainder and adjusted. what I got.PNG What is the ...
by lotusfr
Tue Jul 14, 2020 3:06 am
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 22
Views: 58804

Re: Conditional VAR forecast

Hi dakila,
Thanks for the add-in. Is it possible for you to have an illutration for it?
I tried to use it but got error.

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