Search found 23 matches
- 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!
- 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
?
toto.ardl(fixed, deplags=3, reglags=1) y x1 x2
toto.ardl(fixed, deplags=3, reglags=2) y x1 x2
?
- 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...
- 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...
- 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...
- 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...
- 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...
- 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;...
- 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...
- 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
- 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
- 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...
- 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 :)
Est-il possible de paramétrer Eviews13 pour que toutes les fenêtres soient en mode "Floating" plutôt que "Docking" ?
Merci :)
- 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
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
- 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.