Search found 10 matches
- Sat Aug 06, 2011 11:37 pm
- Forum: Add-in Support
- Topic: EqTabs (Equation summaries)
- Replies: 38
- Views: 221823
Re: EqTabs (Equation summaries)
Here is the file. I think the changes are ok, but you may check.
- Sat Aug 06, 2011 3:20 am
- Forum: Add-in Support
- Topic: EqTabs (Equation summaries)
- Replies: 38
- Views: 221823
EqTabs (eqsumtab.prg edit)
I edited the eqsumtab.prg file, in order to display the significance asterixes as follows:
* for 10%
** for 5%
*** for 1%
Until now, the significance was shown as * for 5% and ** for 1%.
If it's not a problem I could attach it to a post on this forum.
* for 10%
** for 5%
*** for 1%
Until now, the significance was shown as * for 5% and ** for 1%.
If it's not a problem I could attach it to a post on this forum.
- Thu Feb 10, 2011 2:45 pm
- Forum: Data Manipulation
- Topic: Importing data from excel, large amount of NA
- Replies: 42
- Views: 54096
Re: Importing data from excel, large amount of NA
In the data import wizard, you can can choose the type of data. Instead of General formating chose Date for the first column (be aware of the type of formating: YMD or DMY).
- Sat Oct 16, 2010 11:59 am
- Forum: Econometric Discussions
- Topic: Least Squares & Autocorrelation
- Replies: 1
- Views: 4434
Re: Least Squares & Autocorrelation
You should definetly check for autocorrelation. You should read the next presentation and I'm sure you will figure out what to do next:
http://faculty.wiu.edu/F-Dehkordi/DS-53 ... Models.ppt
http://faculty.wiu.edu/F-Dehkordi/DS-53 ... Models.ppt
- Mon Oct 04, 2010 1:52 pm
- Forum: Econometric Discussions
- Topic: F Test for 2 series of variances
- Replies: 3
- Views: 7075
Re: F Test for 2 series of variances
Well, after a few days of thinking and struggeling with the Eviews documentation and other manuals, I found the solution. I hope will not be spending so much time for every problem I encounter in Eviews. Here is the solution: I used functions and (simple) programing @fdist (x,v1,v2), retuns the p-va...
- Fri Oct 01, 2010 12:07 pm
- Forum: Econometric Discussions
- Topic: F Test for 2 series of variances
- Replies: 3
- Views: 7075
Re: F Test for 2 series of variances
Thank you, but this is not what I need. I calculated the quarterly variances (for two series of exchange rates). I want to compare a certain quarter variance of series x with the corresponding quarter variance of series y: for example var (x) and var (y) for 2005Q2. Well it's easy to generate the th...
- Wed Sep 29, 2010 1:02 pm
- Forum: Econometric Discussions
- Topic: F Test for 2 series of variances
- Replies: 3
- Views: 7075
F Test for 2 series of variances
Eviews 7 I had a daily series and converted it to lower frequency (quarterly), contraction method: variance. Now I have a quarterly series of variances and need to compare with another quarterly variance series, which is the benchmark. I need to use a F test, but I cant find a way for that. Help, pl...
- Mon Sep 13, 2010 2:02 pm
- Forum: Data Manipulation
- Topic: Importing data from excel, large amount of NA
- Replies: 42
- Views: 54096
Re: Importing data from excel, large amount of NA
Ok, so I imported data from Excel. I had the following objects, beside the C and resid: date series and exchange rate series (non dated/irregular). Then, in the main menu I choosed Proc - Structure/Resize current page, then: - work file structure type: Dated - specified by date series; - date series...
- Sat Sep 11, 2010 1:48 am
- Forum: Data Manipulation
- Topic: Importing data from excel, large amount of NA
- Replies: 42
- Views: 54096
Re: Importing data from excel, large amount of NA
Hello! Thank you again for your answer. Now there is another problem. Well, I need to calculate variances for every quarter and, as I see, there no way to do this when using undated series.
- Thu Sep 09, 2010 11:21 am
- Forum: Data Manipulation
- Topic: Importing data from excel, large amount of NA
- Replies: 42
- Views: 54096
Re: Importing data from excel, large amount of NA
I have the same problem. I know the cause, but I don't know how to solve this issue. I want to import a series of daily exchange rates and I have chosen the 5-day week frequency. The problem is that there were some holidays (even 3-4 days) when there was no exchange rates reported. So, even if I dec...
