EViews.com

I have the very same problem. After installing Pandas, I get the following error message:

Failed to initialize EViewsPyConn.
Failed to load EViews python module: _eviewsPandas.

Thanks for the add-in and hope you are doing fine. I'd like to ask you a favour regarding this one. I'm planning to use it on a large number of series, but it seems there is no way to suppress the chart output that add-in generates (this is also the case for RBNfilter). Is it possible for you to put...

I tried with the add-in irrval, but i could not programmed it. Does anybody knows if i can code an add-in? Or how can i use it in a loop? Thanks Each add-in comes with the help file, where author explains its use in detail. You can find the document in the add-in's folder-> C:\Users\...\Documents\E...

Hi I too failed to manage to use the command-line version of irrval. Tried both the global command, and the series version. Irrval(series=«seriesname») Irrval(«seriesname») Irrval(seriesname) (And with versions like scalar test = …. Any of the above). Seriesname.irrval(results) Since the menu -alte...

I believe the null hypothesis in the omitted variables test should either read "..are NOT jointly significant..." or "...are jointly INsignificant..." wfcreate u 100 series x1 = nrnd series x2 = nrnd series y = 2 + .8*x1 + 0.2*x2 + @rnorm equation eq1.ls y c freeze(omitted) eq1.t...

This thread is about l1filter add-in. The add-in allows you to extract a piecewise linear trend by primal-dual interior point method proposed by Kim et al. (2009). It is an alternative trend estimation method to well-known Hodrick-Prescott filter, but can also be used in determining the break (kink)...

http://forums.eviews.com/viewtopic.php?f=18&t=8108
http://forums.eviews.com/viewtopic.php?f=4&t=1519
http://forums.eviews.com/viewtopic.php?f=18&t=14252

I am not sure if the seed option would be enough to produce random subsets for k-fold CV as each set should hold unique values of the total sample (e.g. draw without replacement). It should be clear that the code above does not ensure this property.

I think OP refers to me as the "author" who put the effort in writing the k-fold CV subroutine: http://forums.eviews.com/viewtopic.php?f=23&t=12261 I already shared with him the code behind this routine and totally agree that such approach (i.e. cross validation) should be made availab...

http://forums.eviews.com/viewtopic.php? ... 298#p26964
http://forums.eviews.com/viewtopic.php? ... 298#p28206

That's the way how RMSE (or any other evaluation metric) is computed. There is nothing inherently wrong here. Whether or not to keep insignificant variables in the model is up to you (based on the research question, hypotheses and other statistical criteria of course).

Hey, So right now I am estimating bivariate dcc garch (return in 2 indices such as s&p500 and klse). Some of the paper that I read, define the mean equation such: r_t=γ_0 + γ_1 r_(t-1)+ γ_2 r_(t-1)^us + ε_t ( I attached the paper's method and result) , it uses ar(1) process in the mean equation...

Hi Trubador, When using the historical decomposition, I am looking to identify the SVAR using the Choleski Decomposition which you have provided However, there does not appear to be any place to provide the casual ordering necessary to identify the SVAR using the Choleski Decomposition approach. (T...

From the documentation that comes with the add-in: Analysis returns a vector of two values. First value corresponds to the number of runs and the second value represents the associated p-value. As for computing the z-stat: You can exploit the following relationship: scalar zstat = @qnorm(1-pval/2)