Search found 23 matches

by Bob
Mon Mar 25, 2024 10:42 am
Forum: Programming
Topic: Customizing Lags in ARDL Models
Replies: 4
Views: 76

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: 76

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: 76

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: 185

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: 185

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: 185

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: 225

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: 225

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: 225

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: 1907

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: 1483

Re: Eviews13 : erreur avec @otod ou @ifirst

Merci c'est fait
by Bob
Tue Oct 04, 2022 5:42 am
Forum: Programming
Topic: Problème de contenu du fichier excel après un run eviews13
Replies: 1
Views: 1415

Problème de contenu du fichier excel après un run eviews13

Bonjour, Voici le message d’Excel lorsque j’ouvre un fichier mis à jour par eviews13 (il n’y a pas de problème sous eviews12) : « Désolé… Nous avons trouvé un problème de contenu de « Cahiers_Entreprises_DATA.xlsm », mais nous pouvons essayer de récupérer le maximum de contenu. Si la source de ce cl...
by Bob
Tue Oct 04, 2022 4:55 am
Forum: Programming
Topic: "Floating" plutôt que "Docking" sous Eviews13
Replies: 3
Views: 1907

"Floating" plutôt que "Docking" sous Eviews13

(re) bonjour,

Est-il possible de paramétrer Eviews13 pour que toutes les fenêtres soient en mode "Floating" plutôt que "Docking" ?

Merci :)
by Bob
Tue Oct 04, 2022 4:49 am
Forum: Programming
Topic: Eviews13 : erreur avec @otod ou @ifirst
Replies: 2
Views: 1483

Eviews13 : erreur avec @otod ou @ifirst

Bonjour l'équipe,

Ce code :
string m1=@otod(@ifirst(defpub_ze))
string m2=@otod(@ilast(defpub_ze))
ne donne pas les bonnes dates sous eviews13 (ok pour eviews12) !
Pourtant, il me semblais que cela était ok avec la version béta...

Bonne journée
Bob
by Bob
Tue Oct 04, 2022 2:33 am
Forum: Programming
Topic: Autoarma run ok in EV12 not in EV13
Replies: 3
Views: 1980

Re: Autoarma run ok in EV12 not in EV13

Merci à l'équipe, tout fonctionne très bien.

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