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Is it possible to enhance my macro to achieve this? For example, by creating a new page in my workfile with monthly data and then using VBA to disaggregate the series, allowing for copying and pasting between the two pages?

Hi all, I’m working with a module in Excel VBA, and everything is running smoothly so far. However, I’ve encountered an issue when trying to implement Denton’s temporal disaggregation method. The code is not behaving as expected, and I’d appreciate your help in troubleshooting it. Here's the code I'...

Thank you for your clarification. Do you have any recommendations (alternative methods like IV) ?

I have two OLS equations for the dependent variables X and Y. In the equation for X, Y is one of the explanatory variables, and in the equation for Y, X is one of the explanatory variables. Both equations pass the tests for heteroscedasticity and autocorrelation. Can I keep these two equations in my...

Thank you so much for your insight—it’s greatly appreciated! I've performed a deterministic solve: I found identical solutions for the equations shared between the original and augmented models. Furthermore, the differences are minimal and not significant, with the sole exception of one variable who...

I'm not authorized to send it, could this difference be due to the "Broyden" solver?

Hello everyone, I have a base model consisting of 62 equations, which I solved using the *stochastic options* with a diagonal covariance matrix and scaled variances to match the equation-specified innovation standard deviations. The model works correctly in this configuration. Subsequently, I added ...

What I want is to obtain accurate estimates of the coefficients of my equation, which might be influenced by external phenomena.

For example, although EViews is not specifically designed for Bayesian models, is it possible to implement a "simplified version" of dynamic linear models using state-space structures and the Kalman filter? How?

That's okay. Alternatively, how can I manage different time windows? How can I identify them? For example, how can I handle COVID-19 shocks that might affect the estimation of coefficients in a model and the forecasting results?

Dear all,
is it possible to implement a bayesian approach for a univariate estimation model? How?

Really thanks!!

I would like to understand why it doesn't change after updating the solution sample in the code, particularly if I leave the covariance sample box blank (empty) in the model window.

Not exactly. In the "Model Solve" window of my workfile, the solution sample is set to 2012m12–2022m12, while the covariance sample is left unspecified (a black box). As a result, EViews automatically uses 1999m01 (the starting date) to 2012m11 as the covariance sample when I execute the s...

Hi everyone, I have a model with 62 equations. My goal is to update the solution sample while keeping the covariance sample constant. There are two ways I can modify these samples: - Through the Model Solve Options. - By running a custom code. In the Model Solve Options, I set the solution sample to...