Search found 27 matches

by Bob
Tue Apr 23, 2024 2:05 am
Forum: Programming
Topic: Generating Confidence Intervals in ARDL Model Simulations on EViews
Replies: 2
Views: 107

Re: Generating Confidence Intervals in ARDL Model Simulations on EViews

To be more precise, there are no differences in the scenario gaps (see the last chart from my sample program.
by Bob
Mon Apr 22, 2024 3:20 am
Forum: Programming
Topic: Generating Confidence Intervals in ARDL Model Simulations on EViews
Replies: 2
Views: 107

Generating Confidence Intervals in ARDL Model Simulations on EViews

Hello, I am working with EViews 13, coding to simulate dynamic effects from an ARDL model. When I incorporate the ARDL equation into an EViews model to perform stochastic simulations similar to those I do with a VAR model, the trajectories for the median and the confidence interval bounds in the ARD...
by Bob
Fri Apr 19, 2024 1:36 pm
Forum: Programming
Topic: How to Modify and Hide Graph Titles
Replies: 2
Views: 134

Re: How to Modify and Hide Graph Titles

Thank you, Gareth, I hadn't seen "EViews deletes any existing text that is in that position before adding the new text" ;)
by Bob
Fri Apr 19, 2024 2:15 am
Forum: Programming
Topic: How to Modify and Hide Graph Titles
Replies: 2
Views: 134

How to Modify and Hide Graph Titles

Hello,

After searching, I cannot find the code that allows modifying and also not displaying the title of a graph. That is, the equivalent for the title of graph.legend -display and graph.setelem(1) legend(Cumulative deviation) for the legend.

Thank you for your help.
by Bob
Mon Mar 25, 2024 10:42 am
Forum: Programming
Topic: Customizing Lags in ARDL Models
Replies: 4
Views: 158

Re: Customizing Lags in ARDL Models

Thank you!
by Bob
Mon Mar 25, 2024 10:08 am
Forum: Programming
Topic: Customizing Lags in ARDL Models
Replies: 4
Views: 158

Re: Customizing Lags in ARDL Models

I tried but I can't manage to do an ARDL(3,1,2), only an ARDL(3,1,1) or (3,2,2)... with:
toto.ardl(fixed, deplags=3, reglags=1) y x1 x2
toto.ardl(fixed, deplags=3, reglags=2) y x1 x2
?
by Bob
Mon Mar 25, 2024 9:51 am
Forum: Programming
Topic: Customizing Lags in ARDL Models
Replies: 4
Views: 158

Customizing Lags in ARDL Models

Dear Gareth, EViews offers the capability to estimate an ARDL model by optimizing the number of lags based on criteria like AIC, BIC, etc. It also allows viewing the ranking of different specifications (Model Selection Criteria Table). Is it possible to program one's own specification of lags to inc...
by Bob
Wed Mar 20, 2024 4:35 pm
Forum: Programming
Topic: Simulation Issue in ARDL Model with EViews 13
Replies: 4
Views: 287

Re: Simulation Issue in ARDL Model with EViews 13

Thank you, Gareth, you were right, it was necessary to use a 'smpl @all' before creating qe_sc2 and then return to the desired smpl afterwards! I mistakenly thought that the smpl declared before the model creation was okay. Thanks again !!! Still related to the program, for example, for sc1, I indee...
by Bob
Wed Mar 20, 2024 2:22 pm
Forum: Programming
Topic: Simulation Issue in ARDL Model with EViews 13
Replies: 4
Views: 287

Re: Simulation Issue in ARDL Model with EViews 13

Following your response regarding the need for pre-sample values for qe_sc2 due to lags in the ARDL model, I would like to clarify. My ARDL model (3,0,3,1,2) is estimated from July 2009 to December 2023, and the simulations are for January 2020, suggesting sufficient pre-sample data should be availa...
by Bob
Wed Mar 20, 2024 1:53 pm
Forum: Programming
Topic: Simulation Issue in ARDL Model with EViews 13
Replies: 4
Views: 287

Simulation Issue in ARDL Model with EViews 13

Dear Gareth, I am reaching out to seek assistance with a technical issue I encountered while using EViews for simulations in an ARDL model. After successfully estimating the model and performing an initial simulation without any issues, I am experiencing a problem during a specific second simulation...
by Bob
Thu Mar 14, 2024 11:29 am
Forum: Programming
Topic: Calculating Dynamic Multipliers in a Combined ARDL and VECM Model with EViews 13
Replies: 2
Views: 290

Re: Calculating Dynamic Multipliers in a Combined ARDL and VECM Model with EViews 13

Conclusion and Aftermath of My Afternoon! Attempting the transformation into state space turned out to be exceedingly challenging (feasibility? errors...) when dealing with cointegration equations. Therefore, I took a closer look at what EViews could offer and, indeed, it's a remarkable piece of sof...
by Bob
Tue Mar 12, 2024 3:30 am
Forum: Programming
Topic: Calculating Dynamic Multipliers in a Combined ARDL and VECM Model with EViews 13
Replies: 2
Views: 290

Re: Calculating Dynamic Multipliers in a Combined ARDL and VECM Model with EViews 13

Hello, In fact, since my question was poorly posed, I probably won't get an answer. It's poorly posed because I don't know all the possibilities of EViews. For those interested, if EViews doesn't have a procedure, one must resort to more hardcore programming! Theoretically, the combined model (ARDL;...
by Bob
Sun Mar 10, 2024 1:52 am
Forum: Programming
Topic: Calculating Dynamic Multipliers in a Combined ARDL and VECM Model with EViews 13
Replies: 2
Views: 290

Calculating Dynamic Multipliers in a Combined ARDL and VECM Model with EViews 13

Hello everyone, I am currently engaged in an analysis that combines two modeling approaches: an ARDL model and a VECM model, integrated into a single framework within EViews 13. My goal is to calculate dynamic multipliers to assess the impact of a shock in one specific variable (ger_3m_yield, an exo...
by Bob
Thu Oct 06, 2022 8:44 am
Forum: Programming
Topic: "Floating" plutôt que "Docking" sous Eviews13
Replies: 3
Views: 1991

Re: "Floating" plutôt que "Docking" sous Eviews13

Merci et bonne journée
by Bob
Thu Oct 06, 2022 8:43 am
Forum: Programming
Topic: Eviews13 : erreur avec @otod ou @ifirst
Replies: 2
Views: 1526

Re: Eviews13 : erreur avec @otod ou @ifirst

Merci c'est fait

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