Search found 11 matches

by houji
Fri Dec 29, 2023 1:22 pm
Forum: Bug Reports
Topic: Import excel not reading full file
Replies: 2
Views: 24313

Re: Import excel not reading full file

Thank you, that worked.
by houji
Fri Dec 22, 2023 8:39 am
Forum: Bug Reports
Topic: Import excel not reading full file
Replies: 2
Views: 24313

Import excel not reading full file

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...
by houji
Tue Jun 13, 2023 1:46 pm
Forum: Econometric Discussions
Topic: comparing ARDL model vs AR model
Replies: 8
Views: 5388

Re: comparing ARDL model vs AR model

Thanks Gareth!

I froze the table, and parsed the lag number using the @mid string function.
by houji
Tue Jun 13, 2023 10:42 am
Forum: Econometric Discussions
Topic: comparing ARDL model vs AR model
Replies: 8
Views: 5388

Re: comparing ARDL model vs AR model

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...
by houji
Tue Jun 13, 2023 10:12 am
Forum: Econometric Discussions
Topic: comparing ARDL model vs AR model
Replies: 8
Views: 5388

Re: comparing ARDL model vs AR model

Is there a way to do so in the command line? I want to incorporate it into a loop.
by houji
Tue Jun 13, 2023 9:35 am
Forum: Econometric Discussions
Topic: comparing ARDL model vs AR model
Replies: 8
Views: 5388

Re: comparing ARDL model vs AR model

Hi Gareth,

Yes, estimate the two equations side by side, and compare forecasting properties (RMSE)
by houji
Tue Jun 13, 2023 9:31 am
Forum: Programming
Topic: Reselecting Coefficients After ARDL
Replies: 4
Views: 5852

Re: Reselecting Coefficients After ARDL

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...
by houji
Mon Jun 12, 2023 1:38 pm
Forum: Econometric Discussions
Topic: comparing ARDL model vs AR model
Replies: 8
Views: 5388

comparing ARDL model vs AR model

Hi, I have an ARDL model for inflation and output gap using the autolag select based on the BIC, and I want to compare the model against the AR model (no output gap). Is there a quick way to compare these two models in the command line? I can't seem to find how to extract the selected lags. Ex. if t...
by houji
Tue May 23, 2023 2:25 pm
Forum: Econometric Discussions
Topic: Potential output, the Clark model and State Space Models
Replies: 11
Views: 15124

Re: Potential output, the Clark model and State Space Models

Has anyone tried the bivariate version of the Clark model, where cyclical component of unemployment is related to output? I was trying to build the model, but Eviews does not allow for transition equations in which the state variable appears contemporaneously in the equation of another state variabl...
by houji
Thu Mar 23, 2023 3:49 pm
Forum: Estimation
Topic: How to access numbers for bootstrap-based confidence bands after VAR, IRF
Replies: 3
Views: 11469

Re: How to access numbers for bootstrap-based confidence bands after VAR, IRF

Hi, I had a concern regarding rcimat with bootstrap, Eviews13 It seems that the series are not in order. The responses are interleaved between the confidence intervals, so it is hard to use the matrix to manually create charts. create u 50 series x = rnd series y = x + rnd series z = nrnd var v.ls 1...
by houji
Mon Mar 20, 2023 7:44 pm
Forum: Estimation
Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Replies: 7
Views: 15406

Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR

Following up on the user-specified matrix, how do I change the labels? Right now the labels read response of variable to Shock 1, shock 2, shock 3, etc...

Go to advanced search