Search found 44 matches

by stoddj
Mon Sep 04, 2023 8:04 am
Forum: Models
Topic: Incorrect error message
Replies: 6
Views: 52233

Re: Incorrect error message

The crucial thing turned out to be to exclude but not to override -- so that the original variable was preserved. Thanks again.
by stoddj
Thu Aug 31, 2023 5:42 am
Forum: Models
Topic: Incorrect error message
Replies: 6
Views: 52233

Re: Incorrect error message

OK, thanks Matt & Random User. You've given me things to investigate. I think I will start by deleting all the DISPINRPI variables, and generating the original DISPINCRP variable anew, so it is cleanly created within this workfile. Thanks for your expertise.
// Jim Stodder
by stoddj
Wed Aug 30, 2023 6:30 am
Forum: Models
Topic: Incorrect error message
Replies: 6
Views: 52233

Re: Incorrect error message

Thanks so much, Matt. 2 further questions, please: 1) Where in the output or error messaging do you find this detail? Or is it from your knowledge of the program? 2) More importantly for me, in previous attempts, the *_2m data WAS generated by my scenario 2 override. But unexplained to me, this *_2m...
by stoddj
Mon Aug 28, 2023 7:54 pm
Forum: Models
Topic: Incorrect error message
Replies: 6
Views: 52233

Incorrect error message

When I run model Mod_M22 in this file, it aborts with the message that there is missing data. But the monthly data set is complete from 1973 to 2019, which includes the period specified (2015-20190. The trouble seems to be with the scenario. If I run it without a Scenario, there is no problem.
by stoddj
Wed Sep 21, 2022 6:51 pm
Forum: Models
Topic: exogenous variable in model "not defined"
Replies: 2
Views: 5535

Re: exogenous variable in model "not defined"

OK, sorry -- everyone can ignore this little post. I figured it out. I can't "treat as exogenous" a variable via the Scenario function if it's already been defined as exogenous. That was my mistake.
by stoddj
Wed Sep 21, 2022 4:55 pm
Forum: Models
Topic: exogenous variable in model "not defined"
Replies: 2
Views: 5535

exogenous variable in model "not defined"

I have used the Scenario feature in Models before, but am having trouble now. An exogenous tax variable, COAL_T120, is specified and the baseline forecast for the model works fine -- just as long as it is not fixed by the Scenario. But when it is fixed, I get the error message "COAL_T120_1 is n...
by stoddj
Sat Oct 30, 2021 9:15 pm
Forum: Estimation
Topic: Size Limit on Systems Object?
Replies: 2
Views: 8179

Re: Size Limit on Systems Object?

Thanks, very much, Gareth. That did the trick.

For others in a similar spot, I had to rewrite the System representation with a new stand-in for C, which I very creatively termed CC. I then used the command coef(n) = CC, where n was the length of my new vector. It all worked out well.
by stoddj
Fri Oct 29, 2021 1:09 pm
Forum: Estimation
Topic: Size Limit on Systems Object?
Replies: 2
Views: 8179

Size Limit on Systems Object?

I am trying to refine a VEC model by estimating it as a System . Even though the VECM estimates almost instantly, I consistently get a size limitation warning when I try to estimate a System version of the same system, with the message that "751 is not a valid index for vector-series-coefficien...
by stoddj
Sat Feb 13, 2021 3:50 pm
Forum: Models
Topic: Tax + Price interaction in a VECM-based model
Replies: 0
Views: 11373

Tax + Price interaction in a VECM-based model

I have a VECM-based stochastic Model that works pretty well in EViews 12 forecasting the effects of taxes on energy prices if I just 1) add a tax to the historic price series, and then 2) treat the new price + tax series as exogenous in the Model for the forecast period. But what I would like to do ...
by stoddj
Fri Oct 04, 2019 9:03 am
Forum: Models
Topic: problem with scenario
Replies: 3
Views: 19003

Re: problem with scenario

Thanks very much. Here is the workfile. Look at MODEL01, which is based on VAR01. The series I tried to manipulate and treat exogenously is CO2AV, which has been set on a path for a 30% decline as CO2AV_1. // Jim Stodder
by stoddj
Thu Oct 03, 2019 3:46 pm
Forum: Models
Topic: problem with scenario
Replies: 3
Views: 19003

problem with scenario

I have previously used the overwrite/exclude option in a model linked to a VEC, but I am having trouble with my current model. In an earlier model (to which I still have access) I rewrote several endogenous variables, forcing them to decline rapidly, and then marking the new variables with the "...
by stoddj
Thu Jul 26, 2018 6:23 pm
Forum: Estimation
Topic: cointegration output with restrictions
Replies: 1
Views: 3014

Re: cointegration output with restrictions

I should have mentioned my version, which is 9.5.
by stoddj
Thu Jul 26, 2018 3:17 pm
Forum: Estimation
Topic: cointegration output with restrictions
Replies: 1
Views: 3014

cointegration output with restrictions

This may be a newbie question. I've imposed restrictions on the cointegration equation in a VEC model. The result I see shows only the coefficients on the cointegrating equation, but nothing else -- no standard errors, R-squared, etc. Is there a way to do this? I can get full regression output via t...
by stoddj
Fri Jun 26, 2015 5:25 pm
Forum: Econometric Discussions
Topic: ARDL Documentation, EViews 9
Replies: 4
Views: 5199

Re: ARDL Documentation, EViews 9

OK, thank you for clarifying that. But let me suggest that I may not be alone in reading the EViews output literally. In my variable LRTURN, it reads: "ARDL Cointegrating And Long Run Form Dependent Variable: LRTURN." According to what you're saying, shouldn't it read D(LRTURN)? Note that ...
by stoddj
Fri Jun 26, 2015 3:53 pm
Forum: Econometric Discussions
Topic: ARDL Documentation, EViews 9
Replies: 4
Views: 5199

Re: ARDL Documentation, EViews 9

Thank you for this reply, but I still don't understand. I see that the RHS variables are in differences, as you say, while the cointegrating equation itself is in levels -- as normal for an ECM. And I see that the LHS variable is in levels, as you say -- so not standard ECM form. Why does the docume...

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