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EViews Gareth wrote:Btvcvars are only available in EViews 13

Yes, I just realised now.

Dear Gareth,

It turns out that the issue is that I am using Eviews 11, and BTVC is a new edition in Eviews 13.

Thanks again.

I appreciate your timely responses, but I still get the same result. Kindly see the attached screenshot.

Dear Gareth

Kindly see the attached program.

Greetings! I am estimating the the BTVC-VAR model. However, my results return a "No Estimates" result. Please advise. For !c = 1 to 3 'number of selected countries %c = table_countries(!c,1) For !smpl = 0 to !num_forecasts ' 1st estimate the BTVC-VAR model smpl %start_est_date %start_forec...

Greetings,

Problem solved. After the @rnorm code you suggested, I simply created a new page with 1000 random observations, then wala!


Again thank you for your help. Much appreciated.

Quick follow up... EViews' @rnorm function is parameterless since it returns draws from the standard normal distribution. You can adjust your genr statement accordingly, e.g., series draws_errorvariance_CA_{%h}Y_{%c}_AR = @rnorm * @sqrt(errorvariance_CA_{%h}Y_{%c}_AR) Thank you for the responses. T...

Dear Eviews team '===========================' 'CALCUTLATING FORECAST ERROR, ITS VARIANCE, and generating RANDOM DRAWS '============================== genr error_CA_{%h}Y_{%c}_AR = CA_{%c} - CA_{%c}_0_AR 'actual-forecast = error scalar errorvariance_CA_{%h}Y_{%c}_AR=@var( error_CA_{%h}Y_{%c}_AR) 'Fo...

Hello! In Eviews, how do I create multiple density plots on the same graph? See attachment. I would like to create a similar graph, where each plot shows the density distribution for each forecast horizon (e.g h=1; h=2; h=3; h=4) so far I have attempted this code, but it fails to give multiple plots...

Hello,

I would like to evaluate my probability density forecasts using Probability Integral Transformation (PIT) approach. Any ideas on how to code this on Eviews?
I am just trying to get an idea of the Code.

Thank you in advance.

Dear Eviews, I am trying to calculate current account forecasts using the probability density. To do this, I use the Eviews program (attached). So, after estimating a simple AR1 model, How do I proceed to make a forecast? I am just looking for an idea of how to code such on Eviews. Kind Regards Nwab...

Greetings, I am trying to estimate State Space equations, but I encounter this message "WARNING: Singular covariance - coefficients are not unique" on state space output. I have been trying to use alternative values for 'initial conditions'. I also tried re-specifying the equations. The en...

Dear Gareth, I have a problem with this error when I try to run the multivariate HPF. Invalid lags or leads for state variables in signal equation "@SIGNAL INFL_SA = C(1) +INFLEX_SA+ C(2)*GAP+C(3)*GAP(-1)+EPS_INFL_SA" in "HP_MOD_SA.ML" on line 1. This equation is the Philips curv...

Greetings, I have tried to figure out the program for multivariate HP Filter. When I try to run the code I get this error message: APPEND@STATE is not a valid view for HP_MOD_SA in "HP_MOD_SA.APPEND@STATE TREND11=C(1) + TREND11(-1)+ETA_TREND11" on line 48. I do not understand why the messa...

Greetings,

I need help with estimating the output gap using multivariate HP Filter. I want to extend the simple univariate HP filter with output-inflation relationship. But I am not sure how to code this on Eviews.