Search found 23 matches
- 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.
- 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...
- 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...
- 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.
- 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...
- 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...
- 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(...
- 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...
- 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...
- 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...
- 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!
- 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 ...
- 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...
- 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...
- 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...
