Search found 26 matches

by CNR15
Wed Feb 21, 2024 1:07 pm
Forum: Any Other Business
Topic: cumulative maximum loss (2 year rolling)
Replies: 0
Views: 868

cumulative maximum loss (2 year rolling)

Sorry for cross posting here. I am hoping someone could help with this. I am looking to compute the cumulative maximum loss (CMAX) that corresponds to the maximum loss compared to the highest level of a stock index over a two year period, using monthly data. I am having trouble doing this as I am un...
by CNR15
Thu Feb 08, 2024 4:13 am
Forum: Estimation
Topic: IRFs with MS-VAR
Replies: 2
Views: 552

Re: IRFs with MS-VAR

Ah, I see. I had forgotten to tick the 'lagged endogenous' box. I am now seeing the two impulses.

Thanks for that Glenn!
by CNR15
Wed Feb 07, 2024 12:12 pm
Forum: Estimation
Topic: IRFs with MS-VAR
Replies: 2
Views: 552

IRFs with MS-VAR

Hi - I am estimating a two state Markov Switching VAR. Is it possible to compare IRF in State 1 versus State 2 as I am only seeing one set or response when graphed.

Thanks,

CNR
by CNR15
Wed Jan 24, 2024 8:50 am
Forum: Add-in Support
Topic: SRVAR
Replies: 0
Views: 743

SRVAR

Hi - I have downloaded the SRVAR add-in but when I go to open the SRVAR.prg file I get an 'Error 20 in encrypted program' error.

Any idea how to resolve? I am using EViews 12.

Thanks
by CNR15
Thu Oct 05, 2023 3:12 am
Forum: Add-in Support
Topic: SRVAR
Replies: 0
Views: 91859

SRVAR

I have been trying to run a sign restricted VAR with 5 variables but keep getting the error below. Any idea of the issue here?

Error 14 in encrypted program
by CNR15
Mon May 22, 2023 2:34 am
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Re: Trouble with RConn

Thanks Steve!
by CNR15
Thu May 18, 2023 2:53 am
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Re: Trouble with RConn

Just to update the Updated R Version 4.3.0 has same issue. Server busy message appears and can be 30 mins plus for even a single series.
by CNR15
Wed May 17, 2023 1:53 pm
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Re: Trouble with RConn

Thanks startz!
by CNR15
Wed May 17, 2023 8:42 am
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Re: Trouble with RConn

Just an update question - I have updated R to the most recent version (R version 4.3.0). Now when I run xopen(r) I get the below message.


Any idea how to resolve this?

Thanks!
by CNR15
Wed May 17, 2023 12:28 am
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Re: Trouble with RConn

No worries Gareth - here is a more staright forward command. Just one variable from Eurostat which again stalls and can take up to 30 mins due to server busy issue. xopen(r) xrun library(SmarterPoland) xrun tmp <- getEurostatRCV("irt_lt_mcby_q") xrun tmp$time<- as.numeric(as.character(tmp$...
by CNR15
Tue May 16, 2023 9:48 am
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Re: Trouble with RConn

Hi Steve - Thanks for getting back to me on this. It doesn't seem to work no matter what the function is. Even this simple example of seasonal adjustment stalls and displays the same message. And in this case just stays busy without carrying out the command. Here are details you asked for. Your EVie...
by CNR15
Fri May 12, 2023 6:28 am
Forum: Programming
Topic: Trouble with RConn
Replies: 10
Views: 10689

Trouble with RConn

– I am working on a database in EViews that uses an external interface to R to perform certain tasks such as extracting data from Eurostat or performing transformations either not available or very difficult in EViews. I keep getting the attached message however when doing this. The task is usually ...
by CNR15
Fri Apr 21, 2023 3:45 pm
Forum: Data Manipulation
Topic: Issue with Graphing in Latex
Replies: 0
Views: 93857

Issue with Graphing in Latex

Tried to embed graph in La text with the below but keep getting an empty square box in the text when I run (see attached). Any ideas on this? \usepackage{graphicx} % for graphs \usepackage[table]{xcolor} % for color \usepackage{rotating} % for sideways tables and figures \usepackage{grffile} % for f...
by CNR15
Mon Jan 16, 2023 2:54 am
Forum: Data Manipulation
Topic: Transpose Series
Replies: 2
Views: 4558

Re: Transpose Series

Cheers Gareth -appreciate that.
by CNR15
Fri Jan 13, 2023 10:30 am
Forum: Data Manipulation
Topic: Transpose Series
Replies: 2
Views: 4558

Transpose Series

I am looking g to flip a number of series so the first observation (1990) is the last observation (2021) and vice versa. Any ideas on how to do this?

Thanks!

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