Search found 11 matches

by lukeroom
Thu Sep 07, 2023 11:06 pm
Forum: Estimation
Topic: on Diebold Mariano automatic procedure
Replies: 7
Views: 10434

Re: on Diebold Mariano automatic procedure

Ok, thank you.
I suggest for the moment to change the help to clarify this issue.

Luca
by lukeroom
Wed Sep 06, 2023 11:23 pm
Forum: Estimation
Topic: on Diebold Mariano automatic procedure
Replies: 7
Views: 10434

Re: on Diebold Mariano automatic procedure

EViews Gareth wrote:Are you entering equation objects, or series objects?


equation objects
by lukeroom
Tue Sep 05, 2023 11:04 pm
Forum: Estimation
Topic: on Diebold Mariano automatic procedure
Replies: 7
Views: 10434

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...
by lukeroom
Thu Aug 31, 2023 12:29 am
Forum: Estimation
Topic: on Diebold Mariano automatic procedure
Replies: 7
Views: 10434

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...
by lukeroom
Thu Dec 08, 2022 2:43 am
Forum: Estimation
Topic: weighting matrix SUR
Replies: 3
Views: 1613

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 ...
by lukeroom
Wed Dec 07, 2022 2:37 am
Forum: Estimation
Topic: weighting matrix SUR
Replies: 3
Views: 1613

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...
by lukeroom
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: 5278

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
by lukeroom
Wed Sep 28, 2022 7:07 am
Forum: Estimation
Topic: getting out of an overflow
Replies: 4
Views: 3147

Re: getting out of an overflow

very useful, thank you! Finally I know where starting values are stored.
by lukeroom
Mon Sep 26, 2022 6:26 am
Forum: Estimation
Topic: getting out of an overflow
Replies: 4
Views: 3147

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?
by lukeroom
Sun Sep 25, 2022 11:39 pm
Forum: Estimation
Topic: getting out of an overflow
Replies: 4
Views: 3147

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....

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