Search found 49 matches

by marcounam
Tue Aug 02, 2011 9:59 am
Forum: Estimation
Topic: Newey-West Automatic Bandwith
Replies: 3
Views: 3702

Re: Newey-West Automatic Bandwith

It's Eviews Version 7 :wink: .
by marcounam
Tue Aug 02, 2011 7:58 am
Forum: Econometric Discussions
Topic: Ar(1) vs Y_t-1
Replies: 0
Views: 1778

Ar(1) vs Y_t-1

Hello:

What are the advantages of assuming that the residuals follow an ar(1) process instead of the original series on a model? I have constructed models with an ar(1) term but the correlogram still blows up. what can i do?
by marcounam
Tue Aug 02, 2011 7:46 am
Forum: Estimation
Topic: Newey-West Automatic Bandwith
Replies: 3
Views: 3702

Newey-West Automatic Bandwith

Hello?
How exactly does Eviews estimate the Newey-West Automatic Bandwith? I thought it was 4(N/100)^(2/9) but now im not sure. Could someone explain this to me?

Many Thanks!
by marcounam
Thu Jul 28, 2011 10:10 am
Forum: Estimation
Topic: Dynamic Forecasting
Replies: 3
Views: 4035

Re: Dynamic Forecasting

Thanks for your answer. Here is my workfile so you can see the equations. What i dont understand is why eviews doesnt believe i have dynamics when there is a Y_t-1 in the right hand side of the equation?
by marcounam
Thu Jul 28, 2011 9:36 am
Forum: Estimation
Topic: Dynamic Forecasting
Replies: 3
Views: 4035

Dynamic Forecasting

Hello:

How can i do a dynamic forecasting of an equation of the form: Y_t=a+bX_t +Y_t-1? I have an equation like that and i want to do a dynamic forecast but the eviews options in the forecast button says: Static Forecast(no dynamics in equation) and doesnt give me the option of a dynamic forecast.
by marcounam
Tue Jun 21, 2011 11:09 am
Forum: Programming
Topic: Finding the correct combination of lags for forecasting
Replies: 3
Views: 4003

Re: Finding the correct combination of lags for forecasting

OK. I found a way to build all possible combinations of 5 series out of 22 series(i actually have 22 series of independent variables). Now the problem is that binomial coefficient (22,5) is greater 26,000, so how do i implement this for loop? do i put all the (22,5) groups in a for loop? or is there...
by marcounam
Tue Jun 21, 2011 10:52 am
Forum: Programming
Topic: Finding the correct combination of lags for forecasting
Replies: 3
Views: 4003

Finding the correct combination of lags for forecasting

Hello: I have the following problem: I have two series of dependent variables and nine series of independent variables. I need to do the following: For each series of dependent variables find the best ten equations of (any)five series of the nine independent variables where each series of independen...
by marcounam
Mon Apr 04, 2011 3:58 pm
Forum: Programming
Topic: Exporting Regression Results
Replies: 10
Views: 12748

Re: Exporting Regression Results

Dear Eviews Gareth:
Im trying to use the eq tab add in, but my eviews crashes everytime i try to use it. I attach the workfile im using, just try to use the add in with any number of equations and it will crash. Why is this?

Thanks a lot for your time.
by marcounam
Thu Mar 31, 2011 11:57 am
Forum: Programming
Topic: Exporting Regression Results
Replies: 10
Views: 12748

Re: Exporting Regression Results

Sorry i didnt explain myself, as i see in the stacked form output format the r2 does not appear but in the summary form it does. I like the stacked form but need the the output to contain the r2. Is this possible?
by marcounam
Thu Mar 31, 2011 11:32 am
Forum: Programming
Topic: Exporting Regression Results
Replies: 10
Views: 12748

Re: Exporting Regression Results

Ok thanks! Actually i fixed the problem, i just have a question is there a way to add the r2 into the stacked output format?
by marcounam
Thu Mar 31, 2011 11:00 am
Forum: Programming
Topic: Exporting Regression Results
Replies: 10
Views: 12748

Re: Exporting Regression Results

Is there a limited space as to the quantity of equations in the program? for one i need to stack the equations by tens and run out of space while writing out the names. So what i did is copied and pasted the ten equations on a different workfile and used * to get all equations and eivews crashed :s.
by marcounam
Thu Mar 31, 2011 10:17 am
Forum: Programming
Topic: Exporting Regression Results
Replies: 10
Views: 12748

Exporting Regression Results

Is there a way to export regression results to an excel spreadsheet. Basically what i need exported are the coefficientes,p-values,t-stats and the names of the independent and dependent series used in the equation. I have already recopilated all the information on a matrix except for the names of th...
by marcounam
Tue Mar 29, 2011 9:45 am
Forum: Programming
Topic: Fetch the P-Values
Replies: 13
Views: 20441

Re: Fetch the P-Values

if @tdist( {%i}{!a}{!b}{!c}.@tstats(2) , {%i}{!a}{!b}{!c}.@regobs - {%i}{!a}{!b}{!c}.@ncoef )>0.05 then delete {%i}{!a}{!b}{!c} The problem is on the line i wrote above. I have checked that line a million times i do not see the problem. What is most annoying is that the program runs for the first 8...
by marcounam
Mon Mar 28, 2011 7:03 pm
Forum: Programming
Topic: Fetch the P-Values
Replies: 13
Views: 20441

Re: Fetch the P-Values

Dear Eviews Gareth : Yes i detected that error, and now i get the error i explained in my most recent post. I aprreciate your time infinitely and i am trying to fix the problem as we speak, but sometimes i see what i want to see and not what is written; maybe you could detect the problem with your e...
by marcounam
Mon Mar 28, 2011 6:57 pm
Forum: Programming
Topic: Fetch the P-Values
Replies: 13
Views: 20441

Re: Fetch the P-Values

In the code i attached, i run it and get the following error: BANAMEX0412 is not defined in "!PVAL1=@TDIST(BANAMEXA0412.@TSTATS(2) , BANAMEXA0412.@REGOBS-BANAMEXA0412.@REGOBS-BANAMEXA0412.@NCOEF)". Supposedly im getting the t-statistic of the second dependent variable with BANAMEXA0412.@TS...

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