Working now.
Thanks a lot!
Search found 9 matches
- Thu Apr 17, 2025 7:05 am
- Forum: Programming
- Topic: OLS Function group
- Replies: 2
- Views: 33714
- 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...
- 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...
- Wed Apr 16, 2025 8:21 am
- Forum: Programming
- Topic: MIDAS TRANSFORMATION
- Replies: 2
- Views: 32807
Re: MIDAS TRANSFORMATION
Thanks a lot!
- 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.
- 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 ...
- 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...
- Tue Mar 11, 2025 10:49 am
- Forum: Estimation
- Topic: MIDAS
- Replies: 2
- Views: 36907
Re: MIDAS
Thanks a lotYou'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.
- 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
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
