Search found 9 matches

by LeonardoMC
Thu Apr 17, 2025 7:05 am
Forum: Programming
Topic: OLS Function group
Replies: 2
Views: 33714

Re: OLS Function group

Working now.

Thanks a lot!
by LeonardoMC
Wed Apr 16, 2025 11:33 am
Forum: Estimation
Topic: Lambda tunning
Replies: 1
Views: 32888

Lambda tunning

Hi, I'm working with a time series dataset and, in order to implement a Lasso estimation, I wanted to do a tunning for the lambda parameter. My question is: there is any native option on eviews for doing that, respecting the chronological order of the dataset during the Cross-validation test? Thanks...
by LeonardoMC
Wed Apr 16, 2025 11:12 am
Forum: Programming
Topic: OLS Function group
Replies: 2
Views: 33714

OLS Function group

Hi, I'm trying to use the function DLOG at a group of explanatory variables (xvars) so that I don't need to write all of them one by one. Here what I came up wtih: %lista = "" for !i = 1 to xvars.@count %v = xvars.@seriesname(!i) %lista = %lista + " dlog(" + %v + ")" ne...
by LeonardoMC
Wed Apr 16, 2025 8:21 am
Forum: Programming
Topic: MIDAS TRANSFORMATION
Replies: 2
Views: 32807

Re: MIDAS TRANSFORMATION

Thanks a lot!
by LeonardoMC
Wed Apr 16, 2025 7:24 am
Forum: Programming
Topic: Machine Learning dataset
Replies: 2
Views: 32273

Re: Machine Learning dataset

Hi, that is the first thing I'm trying to do. As an example, I need to shift down (x2 and x3) and shift up x4, to ensure all of them to be aligned at Mar-25, the date I'm forecasting. So, I'll have not to worry about lagging this variables later.
by LeonardoMC
Tue Apr 15, 2025 12:34 pm
Forum: Programming
Topic: Machine Learning dataset
Replies: 2
Views: 32273

Machine Learning dataset

Hi, I'm writing a code to run a machine learning model (lasso, ridge, etc) and need to organize the dataset variables so that they are all aligned with the last date of the endogenous variable plus 1 (+1). Or more generally, plus h, where h is the forecast horizon. Can you help me wtih that? Thanks ...
by LeonardoMC
Thu Apr 10, 2025 10:17 am
Forum: Programming
Topic: MIDAS TRANSFORMATION
Replies: 2
Views: 32807

MIDAS TRANSFORMATION

hI, I'm trying to build a prg code to implement the U-midas transformation on a group of N monthly variables, that is, for each monthly variable n, it creates 3 quartely ones (n1, n2 and n3). The first will only collect the first motnhs for each quarter values (jan, apr, jul, oct), the second only t...
by LeonardoMC
Tue Mar 11, 2025 10:49 am
Forum: Estimation
Topic: MIDAS
Replies: 2
Views: 36907

Re: MIDAS

You'll have to go in to more detail on exactly what you want.

But, perhaps, if you look at the equation's Representations view (View->Representations), you'll see at least one term that starts with @midas( ). If you copy that expression, you can assign it into a series.
Thanks a lot
by LeonardoMC
Tue Feb 25, 2025 1:51 pm
Forum: Estimation
Topic: MIDAS
Replies: 2
Views: 36907

MIDAS

Hi,

i'm trying to save the monthly explanatory variables after the transformations via any of the options available (almon, step, beta, etc). Is it possible? What would be the code for that?

Thanks in advance

Go to advanced search