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Thanks a lot!

I'm using EViews 11 to run the following simple code for a sample of 173 firms: vector(173) myvec for !i=1 to 173 smpl if c_id=!i myvec(!i) = @cor(ret,ret(-1)) next I have a daily data file, how can I run the above loop for every month separately? I don't know how to introduce date restrictions in t...

Hi Matt, Many thanks for your help! I'm running a panel VARX and when I reach the step of "m.solve" I get an error message: "Error in Sample: Range Error". When I did it with the code you provided, it was running perfectly. But when I switch to my panel dataset, I get this error....

I'm running a VARX model and I'd like to obtain the response of the endogenous variables to a shock in the exogenous variable. How do I do this in EViews (I'm using EViews 11)?

Please bare in mind that I'm extremely novice.

Many thanks.