Search found 59 matches

by tony
Mon Dec 28, 2020 10:30 pm
Forum: Programming
Topic: how to create a series follows ARCH/GARCH process
Replies: 1
Views: 2983

how to create a series follows ARCH/GARCH process

Hi, there.
Say, I want to create an ARCH model, y=vh, h^2=1+0.8y(-1)^2.
Then, how to do that?
Thanks.

Tony
by tony
Tue Aug 25, 2020 7:33 pm
Forum: Data Manipulation
Topic: How to make impulse response lines an area
Replies: 3
Views: 8940

Re: How to make impulse response lines an area

Hello,

Is the issue that the confidence lines are not being shown or that you want the area between the confidence lines to be filled?
Yes, I want the area between the confidence lines to be filled.
by tony
Tue Aug 25, 2020 1:47 am
Forum: Data Manipulation
Topic: How to make impulse response lines an area
Replies: 3
Views: 8940

How to make impulse response lines an area

Hi there,
I did a VAR model and obtained the IRF lines, and I want to make a confidence area and an estimated line.
How to do that?
Thanks.
by tony
Mon Aug 17, 2020 1:37 am
Forum: Data Manipulation
Topic: how to filtrate part of observations of panel data?
Replies: 2
Views: 7845

how to filtrate part of observations of panel data?

Hi there,
Say I have a panel data including 100 countries and 30 years, and I want to filtrate the data some countries, for example, USA, UK, etc.
Then, how to do that?
Many thanks.

Tony
by tony
Thu Feb 20, 2020 6:20 am
Forum: Programming
Topic: how to sum up observations in the same month
Replies: 1
Views: 4509

how to sum up observations in the same month

Hi,
I have a monthly time series, say y.
Now I want to sum up the obsevations in the same month?
How to do that?
Thanks!
by tony
Wed Nov 07, 2018 5:49 am
Forum: Data Manipulation
Topic: how to present the values of data in a graph
Replies: 1
Views: 4017

how to present the values of data in a graph

Hi, there
Iplot a graph in eviews, say if I want to the graph show all the values of the variable.
Then how to do that?
Thank you!
by tony
Tue Apr 24, 2018 3:45 am
Forum: Programming
Topic: How to screen out part observations of panel data
Replies: 2
Views: 3477

Re: How to screen out part observations of panel data

doesn't work! I tried it.
by tony
Mon Apr 23, 2018 9:07 pm
Forum: Programming
Topic: How to screen out part observations of panel data
Replies: 2
Views: 3477

How to screen out part observations of panel data

I have a panel data including 100 id and 10 years.
Now I want to screen out all the variables for id =2,3,5, 8, ...100.
How to do this?
Thanks.
Tony
by tony
Sun Jan 21, 2018 5:22 pm
Forum: Programming
Topic: How to generate a frational differencing long memory process?
Replies: 1
Views: 2666

How to generate a frational differencing long memory process?

I wond if is there any command or operator to generate a frational differencing process?
Thanks, all.
by tony
Wed Nov 01, 2017 8:12 am
Forum: Programming
Topic: How to gain the autocorrelation function and Q-statistic through a program function?
Replies: 0
Views: 2669

How to gain the autocorrelation function and Q-statistic through a program function?

Hi there,
I want to obtain the autocorrelation function (not through the correlogram), say k=2, the autocorrelation between x and x(-2).
Also, I want to gain the Q-statistic through a function not through the correlogram.
Thanks.
Tony
by tony
Thu Oct 12, 2017 6:28 pm
Forum: Programming
Topic: bilinear model
Replies: 2
Views: 5874

Re: bilinear model

Thanks.
Can you give me an example, cauze, I am a little confused.
by tony
Wed Oct 11, 2017 6:00 am
Forum: Programming
Topic: bilinear model
Replies: 2
Views: 5874

bilinear model

Hi guys,
I want to estimate bilinear model using ML, then how to do that using eviews?
Thanks a lot!
by tony
Mon Oct 09, 2017 8:03 am
Forum: Programming
Topic: Factor analysis for panel data
Replies: 0
Views: 2549

Factor analysis for panel data

Dear all,
How to perform factor analysis for panel data in EViews 10.
Thank you.
by tony
Sun Jul 02, 2017 7:20 am
Forum: Programming
Topic: SPATIAL ECONOMETRICS
Replies: 0
Views: 3143

SPATIAL ECONOMETRICS

Hi, there
Is there any program or code to estimate spatial econometric model?
Thanks.
by tony
Wed Mar 22, 2017 9:42 pm
Forum: Programming
Topic: remove an individual in panel data
Replies: 1
Views: 2965

remove an individual in panel data

Hi, there
I just have a panel data model, 51 states of U.S. and 3 years.
Now I want to remove a state, say, TX, and estimate a fixed effect model.
How can I do it?
Thanks.

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