Hi, I am trying to replicate an eviews workfile, and I want to compare if each series within the respective workfiles are identical. I'm wondering if there is an efficient way to do this? Ex. WF1 and wf2 has gdp r, cpi i want to compare the three series and flag when a series is not identical (\neq ...
I had something in mind as the SPATQ function in TROLL. Format: SPATQ( series [, levelflag ] ) series = an annual numeric timeseries levelflag = NA, FALSE or 0 (treat series as a flow: equalize sums) TRUE or 1 (treat series as a level: equalize means) Usage: Function (DO commands, programs) Return V...
I think the cubicaverage would be a great function to implement in the future, much like the quadratic average. in the meantime, how difficult would it be for me to create a user script to perform the cubic average algo?
Hi, I'm trying to import an Excel file through drag and drop and the results differ whether I have the Excel workbook open or not. When I have it closed, only 2 of the 11 series are loaded. When it's opened, all 11 series load fine. eviews excel.png I also checked to see if I had saved the series in...
Thanks Gareth! The problem with that code is that the ARDL model selected isnt necessarily the one with the largest lag. For example, the max lag specification I gave was 4, lags, but Eviews picked ARDL(2,0) based on the BIC. Is there a way to recover the "2" from the ARDL(2,0) model selec...
Not if you want to do the post-estimation cointegration stuff. If all you're interested in is a true ARDL model, you can re-estimate it as a least squares equation with the lags you want. Hi Gareth, let'S say I want to remove the regressors to get an AR model, is there a quick wat to do that in the...