Search found 11 matches
- 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.
- 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...
- 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.
I froze the table, and parsed the lag number using the @mid string function.
- 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...
- 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.
- 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)
Yes, estimate the two equations side by side, and compare forecasting properties (RMSE)
- 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...
- 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...
- 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...
- 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...
- 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...