Search found 7 matches
- 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...
- 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...
- 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;))
- 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;)
i'ev done it manually, but i'm still interested in the program code;)
- 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 :)
- 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 ...
- 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...
