Search found 23 matches

by Fifis
Mon Nov 28, 2022 1:39 am
Forum: Estimation
Topic: Finding the root of a univariate function
Replies: 2
Views: 4034

Re: Finding the root of a univariate function

Many thanks! This is what I was looking for.
by Fifis
Tue Nov 22, 2022 6:50 am
Forum: Estimation
Topic: Finding the root of a univariate function
Replies: 2
Views: 4034

Finding the root of a univariate function

Dear all, Sorry if it is a duplicate; I posted a similar question to the 'Programming' section, but realised that root finding is a form of estimation. Does EViews have root-finding capabilities for a univariate function (Brent's method, bisecetion, secant, or something similar)? Simple example: the...
by Fifis
Fri Nov 18, 2022 12:39 am
Forum: Programming
Topic: Basic univariate root solving implementation
Replies: 0
Views: 12400

Basic univariate root solving implementation

Dear all, I was wondering if EViews has root-finding capabilities for a univariate function (Brent's method, bisecetion, secant, or something similar). Simple example: there is an indicator (monthly sales). There are forecast monthly logarithmic growth rates (pre-defined). There is a forecast annual...
by Fifis
Tue Aug 30, 2022 9:35 am
Forum: Programming
Topic: Bug in series name created after X13 run
Replies: 4
Views: 4810

Re: Bug in series name created after X13 run

Thanks! I shall upgrade and see if the issue disappears.
by Fifis
Tue Aug 30, 2022 12:50 am
Forum: Programming
Topic: Bug in series name created after X13 run
Replies: 4
Views: 4810

Re: Bug in series name created after X13 run

Dear Gareth, Thank you for your prompt reply. I have seen the Fortran sources of X13, and they are staying as they are, not fixed if it isn't broken. However, I do believe that it is an EViews bug because EViews variable names can be longer, and using the X13-trimmed name and substituting it back in...
by Fifis
Mon Aug 29, 2022 4:26 am
Forum: Programming
Topic: Bug in series name created after X13 run
Replies: 4
Views: 4810

Bug in series name created after X13 run

Hello! The series generation after X13 is behaving strangely: it drops the letter Q from the adjusted variable name (_D11 after X13). Here is a MWE where a duplicate series is created: rndseed 1 pagecreate(page = Q) Q 1995 2027 series IPCH_ZE_OE_BASE_Q = nrnd IPCH_ZE_OE_BASE_Q.x13(save = "d11&q...
by Fifis
Thu May 26, 2022 3:23 am
Forum: Estimation
Topic: ARDL with restriction (zero coefficient on x[t])
Replies: 6
Views: 9454

Re: ARDL with restriction (zero coefficient on x[t])

Dear Mirza, Thank you for your suggestion! I have tried it, and the model in levels is estimated correctly. However, now, the conditional EC form in the bounds test looks wrong. You were saying that is should have X3(-1) in the CEC form, but when I run it, it is using: constant, DY(-1), DX1, DX2, Y(...
by Fifis
Wed May 25, 2022 3:39 am
Forum: Estimation
Topic: ARDL with restriction (zero coefficient on x[t])
Replies: 6
Views: 9454

Re: ARDL with restriction (zero coefficient on x[t])

Dear Mirza, Thank you very much for the prompt reply! I tried your solution, and it yielded an estimated model different from the one for which I would like to test the relationship. In your example, equation my.ardl(fixed, deplags=2, reglags=1) y x1 x2 @FL(x3, 0) the ARDL model that is estimated in...
by Fifis
Tue May 24, 2022 6:16 am
Forum: Programming
Topic: Dynamic multipliers for an ARDL model
Replies: 1
Views: 4532

Dynamic multipliers for an ARDL model

Dear all, I would like to know if it is possible to somehow generate or visualise the dynamic multipliers after an ARDL model has been estimated. I have searched the manual and the menus, but found nothing. There are IRF, FEVD and historical decompositions for VAR/VECM, but I was not successful in f...
by Fifis
Tue May 24, 2022 4:11 am
Forum: Estimation
Topic: ARDL with restriction (zero coefficient on x[t])
Replies: 6
Views: 9454

ARDL with restriction (zero coefficient on x[t])

Good afternoon! I am struggling to find a solution to the problem in EViews 12 (build 2022-04-22): how does one have a variable enter the long-run but not the short-run relationship and still conduct the bounds test for the long-run relationship with all variables? I am estimating an ARDL(2, 1) mode...
by Fifis
Fri Apr 22, 2022 8:32 am
Forum: Programming
Topic: Referring to a scalar from a different page
Replies: 5
Views: 5560

Re: Referring to a scalar from a different page

Many thanks, it works!
by Fifis
Thu Apr 21, 2022 2:12 am
Forum: Programming
Topic: Referring to a scalar from a different page
Replies: 5
Views: 5560

Re: Referring to a scalar from a different page

The problem is, the number of lines in the code grows with the number of !variables that have to be loaded, and I would appreciate any hint about how to transform pageselect numbers !ymin = year_min_estim !ymax = year_max_estim !mmin = month_min_estim !mmax = month_max_estim pageselect dat_mth smpl ...
by Fifis
Thu Apr 21, 2022 1:11 am
Forum: Programming
Topic: Referring to a scalar from a different page
Replies: 5
Views: 5560

Re: Referring to a scalar from a different page

Dear Gareth, thank you for your quick reply! So is it not possible to use scalars from one sheet for calculations in a different sheet? This seems to be quite common even in Excel, e.g. to reference a fixed cell in a different helper sheet to carry out the computations with a set of fixed values. Ma...
by Fifis
Wed Apr 20, 2022 8:44 am
Forum: Programming
Topic: Referring to a scalar from a different page
Replies: 5
Views: 5560

Referring to a scalar from a different page

Dear all, I am trying to increase readability (and debuggability) of some inherited code, and am currently having trouble using scalars from other pages of a work file. The goal is to avoid using %vars and !vars because they are local, and vanish after the execution has been finished. There are chun...
by Fifis
Mon Mar 28, 2022 7:37 am
Forum: Estimation
Topic: BFGS stopping criterion and numerical difference tuning
Replies: 3
Views: 6172

Re: BFGS stopping criterion and numerical difference tuning

Dear Matt, Thank you very much for your reply and for possibly considering these changes at some point in time. In this case, I have one last remaining question: the documentation says that the `c` parameter of the ML procedure governs the maximum percentage change of the scaled coefficients. How sh...

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