Search found 12 matches
- Thu Apr 09, 2026 11:45 pm
- Forum: Estimation
- Topic: Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.
- Replies: 4
- Views: 2676
Re: Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.
Thanks again! Much appreciated.
- Mon Apr 06, 2026 11:03 pm
- Forum: Estimation
- Topic: Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.
- Replies: 4
- Views: 2676
Re: Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.
Hi Kai,
Thanks for your help! After i have carried out the steps and gotten the stats table for mean, median and std deviation, how do i save those 3 columns as new series please? i wish to do some calculations on those new series
Thanks again!
Alfred
Thanks for your help! After i have carried out the steps and gotten the stats table for mean, median and std deviation, how do i save those 3 columns as new series please? i wish to do some calculations on those new series
Thanks again!
Alfred
- Tue Mar 31, 2026 11:00 pm
- Forum: Estimation
- Topic: Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.
- Replies: 4
- Views: 2676
Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.
Hi community, does anyone have any idea how i can calculate forecast standard errors please for a bayesian var? thanks
- Mon Feb 23, 2026 6:16 pm
- Forum: Bug Reports
- Topic: Cannot install coincident add-in
- Replies: 1
- Views: 10294
Cannot install coincident add-in
Hi all,
I refer to the coincident add-in. using eviews 13, the installation clashes with confcast. i.e., the add-in for coincident installs the conditional forecast add-in for var instead of the concident add-in. seeking advice please. thanks!
Alfred
I refer to the coincident add-in. using eviews 13, the installation clashes with confcast. i.e., the add-in for coincident installs the conditional forecast add-in for var instead of the concident add-in. seeking advice please. thanks!
Alfred
- Sun Jul 27, 2025 6:29 pm
- Forum: Econometric Discussions
- Topic: Formula for standard errors in cumulative IRF
- Replies: 0
- Views: 115260
Formula for standard errors in cumulative IRF
Dear eviews community,
Can i ask if anyone knows the formula for summing the analytic standard errors from a non-cumulative IRF into a cumulative IRF please?
Thanks,
koh
Can i ask if anyone knows the formula for summing the analytic standard errors from a non-cumulative IRF into a cumulative IRF please?
Thanks,
koh
- Wed Apr 16, 2025 12:49 am
- Forum: Programming
- Topic: Cannot display confidence intervals for dynamic multipliers
- Replies: 0
- Views: 77791
Cannot display confidence intervals for dynamic multipliers
Hi Eviews community, I ran into a problem when I tried to check the option to show 95% confidence intervals for dynamic multipliers when using ARDL, as the option is greyed out and cannot be chosen. Screenshot of the error is enclosed error for dynamic multiplier.png The workfile which is an eviews ...
- Tue Apr 15, 2025 7:10 pm
- Forum: Estimation
- Topic: Estimating a proxy svar
- Replies: 1
- Views: 29788
Re: Estimating a proxy svar
hello, any help please? thanks much! this will be useful for all users as it helps to establish causality
- Sun Apr 13, 2025 8:10 pm
- Forum: Estimation
- Topic: Estimating a proxy svar
- Replies: 1
- Views: 29788
Estimating a proxy svar
Hi Eviews community, I refer to the new function introduced in stata which has an external instrument for estimating svars. https://www.stata.com/manuals/tsvarivsvar.pdf tsvarivsvar.pdf I seek advice on two things please 1) Replicating the standard errors shown on page 7 of the stata document for th...
- Wed Sep 11, 2024 6:14 pm
- Forum: Data Manipulation
- Topic: find the minimum of a bunch of scalars
- Replies: 1
- Views: 36027
find the minimum of a bunch of scalars
Dear Eviews community,
Suppose I have a bunch of scalars named as mape_alpha, mape_bravo, mape_charlie which stores the mean absolute percentage error from 3 different models.
Is there a function or some code snippet which I can use to return the minimum of these bunch of scalars please?
Thanks!
Suppose I have a bunch of scalars named as mape_alpha, mape_bravo, mape_charlie which stores the mean absolute percentage error from 3 different models.
Is there a function or some code snippet which I can use to return the minimum of these bunch of scalars please?
Thanks!
- Thu Jul 18, 2024 7:12 pm
- Forum: Data Manipulation
- Topic: cumulative product based on a series
- Replies: 4
- Views: 45578
Re: cumulative product based on a series
Thanks Gareth!Code: Select all
series z = @cumprod(y)*@last(x)
- Sun Jul 14, 2024 7:22 pm
- Forum: Data Manipulation
- Topic: cumulative product based on a series
- Replies: 4
- Views: 45578
Re: cumulative product based on a series
So the first two elements in X are irrelevant? Really you just have a scalar for X? Hi Gareth, thanks for responding. the context is that X is observed monthly data, and the last element of X is the last observed actual. Y is the month-on-month change from my model forecasts. thereafter i want to a...
- Fri Jul 12, 2024 2:18 am
- Forum: Data Manipulation
- Topic: cumulative product based on a series
- Replies: 4
- Views: 45578
cumulative product based on a series
Hi all, i had a query on my mind to seek your guidance please. suppose i have a series x = (1, 2, 3), and a series y = (1.1, 1.5, 1.9) I wish to get a new series z with 3 elements, where z is 3* 1.1, (i.e., last element of x times 1st element of y) 3*1.1*1.5, (i.e., multiply the 1st element of z wit...
