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by yuwenche
Sun Jul 25, 2010 3:53 am
Forum: Programming
Topic: use Monte Carlo method to find the critical values
Replies: 1
Views: 3178

Re: use Monte Carlo method to find the critical values

I have solved this problem by the following link. http://forums.eviews.com/viewtopic.php?f=5&t=18&start=0&st=0&sk=t&sd=a#p18 I intend to use Monte Carlo method to find the critical values from an asymptotic distribution. In the following program I restrict certain coefficients an...
by yuwenche
Tue Jul 20, 2010 8:43 am
Forum: Programming
Topic: use Monte Carlo method to find the critical values
Replies: 1
Views: 3178

use Monte Carlo method to find the critical values

I intend to use Monte Carlo method to find the critical values from an asymptotic distribution. In the following program I restrict certain coefficients and perform the wald test to find F-statistic. However, I have a problem to save the correct F-statistic for 10,000 replications. Can anyone enligh...
by yuwenche
Wed Jun 23, 2010 7:52 am
Forum: Programming
Topic: how to use Eviews generating a series defined by the D.G.P.,
Replies: 2
Views: 3661

Re: how to use Eviews generating a series defined by the D.G.P.,

You've got the right idea, but rather than starting at the 2nd observation, you need to start at the 5th, since you have a 4 period lag in the process rather than a 1.
Yes,it work. Thanks a lot!

Alan Yu
by yuwenche
Tue Jun 22, 2010 8:40 am
Forum: Programming
Topic: how to use Eviews generating a series defined by the D.G.P.,
Replies: 2
Views: 3661

how to use Eviews generating a series defined by the D.G.P.,

Hello,
Can anyone tell me how to use Eviews generating a series defined by the D.G.P.,yt=yt-4 + εt , where εt is IID(0,1). I tried the following code, but it seems not to work because it generates a lot of NA.

smpl 1 1
genr y=0
smpl 2 80
series y = y(-4) + nrnd

Thanks,

Alan Yu

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