Search found 7 matches

by colonia_space
Fri Jul 01, 2011 12:15 am
Forum: Estimation
Topic: Johansen Coint. Test without popping up a windows
Replies: 1
Views: 1870

Johansen Coint. Test without popping up a windows

Hi, i have to perform the Johansen Coint. test several hundred times (which is of course done by a programm), but when i run the program eviews stopps after 40 tests, with the message that there cannot be more windows displayed. is there any possibility of simply supressing the popping up process of...
by colonia_space
Wed Jun 29, 2011 7:01 am
Forum: Programming
Topic: Automating Cointegration Test with EVIEWS
Replies: 5
Views: 4041

Re: Automating Cointegration Test with EVIEWS

first thing is, i need to know how to extract certain elements out of a season and create another season with this elements. i would have to do this for each 5 year time intervall. So lateron that should be automated with an while or if argument, but first i need the right commands for extracting th...
by colonia_space
Wed Jun 29, 2011 5:00 am
Forum: Programming
Topic: Automating Cointegration Test with EVIEWS
Replies: 5
Views: 4041

Re: Automating Cointegration Test with EVIEWS

my internship adviser punishes me if i don't get this code until today's evenining. please help me;))
by colonia_space
Wed Jun 29, 2011 3:52 am
Forum: Programming
Topic: Automating Cointegration Test with EVIEWS
Replies: 5
Views: 4041

Re: Automating Cointegration Test with EVIEWS

Hallo,
i'ev done it manually, but i'm still interested in the program code;)
by colonia_space
Tue Jun 28, 2011 11:38 pm
Forum: Programming
Topic: Automating Cointegration Test with EVIEWS
Replies: 5
Views: 4041

Re: Automating Cointegration Test with EVIEWS

i have to impress the urgence of this matter. i would be extremely thankful if anybody could help me with this problem :)
by colonia_space
Tue Jun 28, 2011 5:40 am
Forum: Programming
Topic: Automating Cointegration Test with EVIEWS
Replies: 5
Views: 4041

Automating Cointegration Test with EVIEWS

hi you guys, i have to perform several cointegration tests, each analysing an 5 year subsample of an larger sample of 20 yyears. we are talking about monthly data, so there are around 230 overvations. It's only about 2 time series. There are both I(1) and i have to proof that they are CI(1,1). Data ...
by colonia_space
Thu Jun 16, 2011 1:33 am
Forum: Econometric Discussions
Topic: Weired Actual Autocorrelations when Estimating an Ar(1)
Replies: 0
Views: 1709

Weired Actual Autocorrelations when Estimating an Ar(1)

Hi everyone, i am total beginner in eviews, currently doing an intership where i have to analyse some time series. so it might happen that i am going to raise the one or another question in future. My current problem is: I have a time series of foreign trade volumes from 1991 to 2011 which of course...

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