Search found 15 matches

by seg_b
Fri May 27, 2011 5:58 am
Forum: Programming
Topic: programming ADF
Replies: 3
Views: 4407

Re: programming ADF

Ok, so I wrote :

freeze(table_test) %name.uroot

but I get this error message :
by seg_b
Thu May 26, 2011 2:46 am
Forum: Programming
Topic: programming ADF
Replies: 3
Views: 4407

programming ADF

Hi, I'm trying to program an ADF test. This is my program : http://www.getproxy.org/view/index.php?q=aHR0cDovL3d3dy5mb3J1bXMuZXZpZXdzLmNvbS8uL2Rvd25sb2FkL2ZpbGUucGhwP21vZGU9dmlldyZhbXA7aWQ9ODI4JmFtcDtzaWQ9NTY3NWNiYTY2YjYxNzcxYWMyMzg1YjE3YTg0OWQ5OTM%3D At the end, I get a table named ADF contening : ...
by seg_b
Wed May 25, 2011 6:44 am
Forum: Estimation
Topic: GLS estimation
Replies: 11
Views: 22355

Re: GLS estimation

For your second hypothesis, the problem is that population and gdp are annual series. But I try to modelise consumption which is a monthly serie... I tried with 2 solutions : 1/ repeat the annual value for every month of the year 2/ GDP/12 and POP/12 and I put those values at every month of the year...
by seg_b
Wed May 25, 2011 1:41 am
Forum: Programming
Topic: How to run a ADF unit root test for multiple series
Replies: 12
Views: 26848

Re: How to run a ADF unit root test for multiple series

Hi,

I used this topic to do my own programm to run a ADF unit root test for multiple series.
I just want to know how I can get the sum squared resid at every test.
I need it to run the F-test (if b=0 and if c=0)...

can someone help me again?
thanks.
by seg_b
Wed May 25, 2011 12:55 am
Forum: Estimation
Topic: GLS estimation
Replies: 11
Views: 22355

Re: GLS estimation

Yes, I don't understand why I get those results.
I join my workfile and the equation I use...

thanks for your help :)
by seg_b
Tue May 24, 2011 12:45 am
Forum: Estimation
Topic: GLS estimation
Replies: 11
Views: 22355

Re: GLS estimation

I tried Cochrane-Orcutt method by this way : http://www.getproxy.org/view/index.php?q=aHR0cDovL3d3dy5mb3J1bXMuZXZpZXdzLmNvbS8uL2Rvd25sb2FkL2ZpbGUucGhwP21vZGU9dmlldyZhbXA7aWQ9ODIyJmFtcDtzaWQ9ZDM1Njk2N2VkNGVhNjIwNWIwZjE2NGM4NzMyYzcyMDY%3D but I don't understand, R² is lower and lower at every new equa...
by seg_b
Mon May 23, 2011 1:04 am
Forum: Estimation
Topic: GLS estimation
Replies: 11
Views: 22355

Re: GLS estimation

I just did : Quick/estimate equation/ I wrote : CONSO = ARGENTINA_ENDING_STOCK + CANADA_ENDING_STOCK + CORN___T + RATIO_EXPORT_WORLD + WHEAT___T + WORLD_POP + [AR(1)=C(1)] And this is the result I get. I try to estimate this equation with GLS method and I don't understand what c(1) means and where a...
by seg_b
Wed May 18, 2011 7:59 am
Forum: Estimation
Topic: GLS estimation
Replies: 11
Views: 22355

Re: GLS estimation

Thanks a lot! I did. But I don't understand : my first equation is : conso = argentina + canada + corn + ratio + wheat + pop There is correlation in my residuals. I tested this serie and it follows a AR(1). So, with AR(1) in the help system, my new equation is : conso = argentina + canada + corn + r...
by seg_b
Wed May 18, 2011 5:59 am
Forum: Estimation
Topic: GLS estimation
Replies: 11
Views: 22355

GLS estimation

Hi ! I'm trying to estimate an equation of world wheat consumption. I did an LS regression but the Durbin-Watson statistic is not satisfying. So I want to do a GLS regression to correct this autocorrelation problem. But there isn't any GLS option on Eviews 7. Is that because LS already means GLS? I ...
by seg_b
Mon May 16, 2011 2:21 am
Forum: Programming
Topic: How to run a ADF unit root test for multiple series
Replies: 12
Views: 26848

Re: How to run a ADF unit root test for multiple series

Hi!

this topic was very helpful to me. But I used to program with SAS and I have to program a ADF unit root test for multiple series with Eviews.
So, my problem is I don't know how to freeze the uroot results into a table and grab the numbers from the table...

Could you help me, please.

Seg_b
by seg_b
Fri Apr 15, 2011 6:11 am
Forum: Programming
Topic: data analysis
Replies: 0
Views: 2025

data analysis

Hi!

my manager asked me to do a data analysis procedure on eviews. I'm not sure I can.
Does someone know a method to do Principal Component Analysis (ACP) ? Or an Ascending Classification ?
Is there some clustering methods on Eviews ?

thanks a lot for helping
by seg_b
Mon Apr 11, 2011 2:34 am
Forum: Programming
Topic: how to generate new data
Replies: 2
Views: 3961

Re: how to generate new data

thanks a lot!
it was very helpfull ;)
by seg_b
Mon Apr 11, 2011 2:33 am
Forum: Econometric Discussions
Topic: granger test
Replies: 0
Views: 2127

granger test

Hi, I'm trying to do a non causality test of Granger on Eviews. I just want to know how to chosse the optimal lag number. Of course, I know I need to use an optimal number of lags to do my test, beacause of the changes of my results when I use some differents lags. My data are daily. Thanks a lot fo...
by seg_b
Fri Apr 01, 2011 7:27 am
Forum: Programming
Topic: how to generate new data
Replies: 2
Views: 3961

how to generate new data

Hi, I am a new eviews user. I used to work with SAS... I just have 23 data in my base. I tested those data, I know they're distributed from Normale. Mean = 299,15 std dev : 23,95 I want to generate new data from a Normale(299.15 ; 23,95) to make a new regression and compare to my first results with ...

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