Thanks Gareth!
One more thing. The estimated model has some estimated residuals from which, as you showed me, eviews will bootstrap.
Can I modify these residuals somehow and then use the "stochastic options" command to bootstrap the modified version?
Thank you for your help.
Search found 13 matches
- Thu Oct 17, 2024 8:51 am
- Forum: Estimation
- Topic: bootstrapping a model
- Replies: 3
- Views: 40291
- Wed Oct 02, 2024 8:39 am
- Forum: Estimation
- Topic: bootstrapping a model
- Replies: 3
- Views: 40291
bootstrapping a model
Hello, I have specified a model, out of a system of equations. My aim is to do a stochastic simulation. Instead of doing a Monte Carlo under normality of the residuals, I want to do a bootstrap (I know that Eviews can do that, it is written with few words in the help of the command "stochastic&...
- Thu Sep 07, 2023 11:06 pm
- Forum: Estimation
- Topic: on Diebold Mariano automatic procedure
- Replies: 7
- Views: 21367
Re: on Diebold Mariano automatic procedure
Ok, thank you.
I suggest for the moment to change the help to clarify this issue.
Luca
I suggest for the moment to change the help to clarify this issue.
Luca
- Wed Sep 06, 2023 11:23 pm
- Forum: Estimation
- Topic: on Diebold Mariano automatic procedure
- Replies: 7
- Views: 21367
Re: on Diebold Mariano automatic procedure
equation objectsAre you entering equation objects, or series objects?
- Tue Sep 05, 2023 11:04 pm
- Forum: Estimation
- Topic: on Diebold Mariano automatic procedure
- Replies: 7
- Views: 21367
Re: on Diebold Mariano automatic procedure
I am just using the automatic procedure in the "forecast evaluation" window. From that, a DM test is generated (reading the help, for a one step ahead forecast). But when I look at the figure generated by that forecast, I see that it is a sequence of one-step ahead, two step ahead, three s...
- Thu Aug 31, 2023 12:29 am
- Forum: Estimation
- Topic: on Diebold Mariano automatic procedure
- Replies: 7
- Views: 21367
on Diebold Mariano automatic procedure
Suppose I enter two time series *equations* to do a horserace in forecasting in the forecasting window (the window where you can do the Diebold-Mariano test). I let eviews do the forecast and do the DM test. BUT! the forecasts that Eviews does are a sequence of one-step ahead, two-step ahead, .... H...
- Thu Dec 08, 2022 2:43 am
- Forum: Estimation
- Topic: weighting matrix SUR
- Replies: 3
- Views: 3934
Re: weighting matrix SUR
Thank you for your very competent answer. Now I understand what's going on... My panel is unbalanced. This is what Eviews is doing (which does not seem to be correct, but anyway...): 1. for the balanced part of the panel, it computes the correct variances and covariances. 2. for the unbalanced part ...
- Wed Dec 07, 2022 2:37 am
- Forum: Estimation
- Topic: weighting matrix SUR
- Replies: 3
- Views: 3934
weighting matrix SUR
Hello, I am trying to understand what weighting matrix Eviews is using in estimating a SUR system. My Eviews results do not match with results from other softwares, therefore, I need to understand exacty what weighting matrix Eviews is using. All the details of the estimation are comparable (one ste...
- Sun Oct 02, 2022 11:20 am
- Forum: General Information and Tips and Tricks
- Topic: adding in the text of a figure a number
- Replies: 2
- Views: 49148
Re: adding in the text of a figure a number
Thank you!
- Sun Oct 02, 2022 7:28 am
- Forum: General Information and Tips and Tricks
- Topic: adding in the text of a figure a number
- Replies: 2
- Views: 49148
adding in the text of a figure a number
Hello, I would like to add in the text of a figure a scalar, say x.
how to transform the scalar to be read as a text?
something like:
fig1.addtext(b) y
where y is the text version of x
Thank you!
Luke
how to transform the scalar to be read as a text?
something like:
fig1.addtext(b) y
where y is the text version of x
Thank you!
Luke
- Wed Sep 28, 2022 7:07 am
- Forum: Estimation
- Topic: getting out of an overflow
- Replies: 4
- Views: 5860
Re: getting out of an overflow
very useful, thank you! Finally I know where starting values are stored.
- Mon Sep 26, 2022 6:26 am
- Forum: Estimation
- Topic: getting out of an overflow
- Replies: 4
- Views: 5860
Re: getting out of an overflow
yes... indeed!
the starting values are those appearing in the vector c?
should I go to the vector c and change one by one the values?
the starting values are those appearing in the vector c?
should I go to the vector c and change one by one the values?
- Sun Sep 25, 2022 11:39 pm
- Forum: Estimation
- Topic: getting out of an overflow
- Replies: 4
- Views: 5860
getting out of an overflow
Hello, I was running non-linear least squares and I got an overflow. Since then, all other maximization routines that were estimating other equations (and were working before the overflow) got stuck and I kept on obtaining overflows also in equations that i was able to estimate without any problems....
