EViews.com

In EViews 7, I use @toc to save my workfile every, say, hour. Along with providing the value of elapsed time, this function sends it to the statusline. This is not only annoying, but also overwrites my information in the statusline. Can I suppress the output of @toc, keeping my own outputs in the st...

Thank you, it's a relief. I'm writing a program for estimating conditional kernel probality density; and I'd like it to work as close as possible to the EViews manner. That is why I have tried at first to reproduce this manner for a univariate density. So, it does not matter for me that the bug will...

Sorry, I've attached a wrong .wf1 file.
Here, I attach a file where my and EViews6's esimates of the bandwidth does not coincide, using IQR.
Series PRICE2001 in this file is the same as ALL2001 in the previous workfile.

@quantile({%1}, 0.75,2) is equivant to @quantile({%1}, 0.75,"o"); the former is a heritage of EViews5.
I'have just now checked that both specifications yield the same result in EViews6.

I use the following way of computing the bandwidth: !N=@obs({%1}) 'the number of observations '{%1} is the source series !IQR=(@quantile({%1}, 0.75,2)-@quantile({%1}, 0.25,2))/1.34 !s=@stdevp({%1}) if !s<!IQR then 'Silverman bandwidth (!h) !h=0.9*!s/!N^0.2 else !h=0.9*!IQR/!N^0.2 endif

Glenn, I could send my program and the data in order that you can see the way of my computation of the bandwidth. In my case, the IQR works, and not the standard deviation.

I can't reproduce results of kernel density estimations by EViews5-7, computing bandwith according the Formula (13.2) in EViews Users Guides (I, p.469 for EV6, or p.501 for EV7). My value of the bandwith does not coincide with that yielded by EViews under all ways of computing the 0.25 and 0.75 quan...

Thanks a lot!

Is there a possibility to save numerical results of a kernel density estimation in EViews 6 like in EViews 5 and earlier?

No. While dealing with randomness, you have to be very careful in interpretation. In fact, there is no way to draw a clear-cut conclusion whether your time series is "indeed" stationary or not. All you can is to draw such a conclusion with one or other degree of reliability. The zero hypot...

Thank you! The problem is in that the EViews guides do not clearly report the algorithm of lag-length selection. Ng and Perron's paper (Oxford Bull. of Ec. & Stat., 2005, 67(1) ) is misleading, referring to EViews as applying what the call "Method 2", while in fact it applies "Met...

All outputs are those from EViews (see the file attached to my first message). Besides, I checked the values of the criteria for different lag lengths in a different software (Matrixer) and obtained the same values.

As far as I understand, Eviews selects the lag length in the ADF test by minimizing a prescribed criterion (AIC, or SIC, or Hannah-Quinn). However, testing an 84-observation time series (attached), I find that selected lag lengths do not correspond to the minimums; and selected values of the criteri...