Search found 10 matches

by minson
Mon Jun 01, 2009 3:11 am
Forum: Estimation
Topic: weighted least squares?
Replies: 1
Views: 8290

weighted least squares?

Hello, I have run a linear regression in Eviews. I have done a cross-sectional regression. Every month or so, I add all the newest data to the workfile and rerun the regressions, just to have all the latest data included in the equations. But the model gives the same emphasis to data from the year 2...
by minson
Thu Apr 09, 2009 11:18 am
Forum: Programming
Topic: converting hourly data to monthly data
Replies: 4
Views: 6473

Re: converting hourly data to monthly data

thanks, that function works really well.
Regards
Minson
by minson
Wed Apr 08, 2009 11:29 am
Forum: Programming
Topic: converting hourly data to monthly data
Replies: 4
Views: 6473

Re: converting hourly data to monthly data

Hi Gareth, I have a series, DateTIme which has the format yyyy-mm-dd hh:mm. I am able to extract the month and year using the @datepart(DateTime, "MM") and @datepart(DateTime, "YYYY") functions. But Eviews just recognises these as integers? How can i create a "MonthYear"...
by minson
Wed Apr 08, 2009 10:16 am
Forum: Programming
Topic: converting hourly data to monthly data
Replies: 4
Views: 6473

converting hourly data to monthly data

Hi, I've been doing day ahead and week ahead forecasting. Now I have to do more long term forecasting. Like 8 years ahead!!! I have all the data i need, temperature etc, in a workfile. but it is hourly data. To do the long term forecast, i want to convert this all to montly data. Whats the best way ...
by minson
Thu Mar 05, 2009 10:06 am
Forum: Data Manipulation
Topic: changing part of a series in a workfile
Replies: 1
Views: 3638

changing part of a series in a workfile

Hi,

I have various series in my workfile for the years 2003 - 2008. One of these series being the UK Industrial Output Index (IP). The problem with the IP is that its producers have revised their figures for 2008. How do I go about and rewrite this one part of the IP series?

Regards
minson.
by minson
Mon Feb 23, 2009 4:37 am
Forum: Programming
Topic: equation outputs into table?
Replies: 5
Views: 7799

Re: equation outputs into table?

Ok, for those who are interested, I have gone round the problem in the following way. Not ideal, but it kind of does the bulk of what I wanted: create a for loop for !hour = 1 to 24- with the loop do the follow steps - set the sample - create a new temporary series, with a unique name and set it to ...
by minson
Mon Feb 16, 2009 2:52 am
Forum: Programming
Topic: equation outputs into table?
Replies: 5
Views: 7799

Re: equation outputs into table?

Putting an equation into a model then breaking the links works superbly for one equation. But as soon as I try to add another equation, I get a message in the model saying,

" d is specified as endogenous in another equation in est(1) "

Anyway ideas how I can work around this?
by minson
Tue Feb 10, 2009 10:46 am
Forum: Programming
Topic: equation outputs into table?
Replies: 5
Views: 7799

equation outputs into table?

Hello, I have 24 regression equations outputs. I need to copy and paste these into microsoft excel. d = 100 + 4*dd^5 + 6*dd^6 + 0.5*dd^7 d = 1.2*te + 5*dd^2 + 0.05*dd^7 ...etc Instead of copying and pasting each equation, is there a way i can save the above form of the equation as a string perhaps, ...
by minson
Sat Feb 07, 2009 9:16 am
Forum: Programming
Topic: correct string form for running regression
Replies: 3
Views: 6021

Re: correct string form for running regression

Thanks Gareth, the table work really well. J.Galimberti: I tried your suggestion, but unfortunately it didn't work. I got the error message: " "est_" + %hour is not a valid string or automatic scalar name in %estimate = {"est_" + %hour} " Thank you both for your suggest...
by minson
Fri Feb 06, 2009 8:39 am
Forum: Programming
Topic: correct string form for running regression
Replies: 3
Views: 6021

correct string form for running regression

Hello...ive been stuck on this for ages it seems... I have 24 regression estimates for a variable "d". (one for each hour of the day). I have string variables for each estimate: %est_1 = "d c dd^5 dd^6 dd^7 dd^9 dd^12" %est_2 = "d te dd^2 dd^7" %est_3 = "d c te te^...

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