Search found 12 matches

by akoh
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
by akoh
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
by akoh
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
by akoh
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
by akoh
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 ...
by akoh
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
by akoh
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...
by akoh
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!
by akoh
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

Code: Select all

series z = @cumprod(y)*@last(x)
Thanks Gareth!
by akoh
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...
by akoh
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...

Go to advanced search