Search found 14 matches

by marcsean
Fri Mar 30, 2012 2:30 pm
Forum: General Information and Tips and Tricks
Topic: Graph
Replies: 1
Views: 3251

Graph

Hi, I want to create vertical lines on the x-axis for several data points, e.g. here in stata: http://www.ats.ucla.edu/stat/stata/examples/rwg/rwgstata5/_rwgstata5_17.gif How does it work in EViews? Also, I want to write some short text on the line. How can I make the text vertical as well? Thank you!
by marcsean
Sat Aug 20, 2011 12:10 pm
Forum: Programming
Topic: bootstrap AR modell
Replies: 0
Views: 2411

bootstrap AR modell

Hi, I want to create Bootstrap replicates of an AR(2) Modell in the nonstationary region. I look at: y_t(restriction)=Beta*delta(y_t-1)+epsilon_t(restriction) where y_t(restriction)=y_t-alpha(restriction)*y_t-1 alpha=1 implying nonstationarity. I estimate the equation and save the residuals (makeres...
by marcsean
Sat Aug 20, 2011 11:21 am
Forum: Programming
Topic: display vectors
Replies: 1
Views: 2290

display vectors

Hi,

I have a number of vectors and I want to plot them. One of them should be on the x-axis, while the others should be plotted against it. Any suggestions?

Thank you.
by marcsean
Thu Aug 18, 2011 11:17 am
Forum: Programming
Topic: regression with variable lags
Replies: 1
Views: 2202

regression with variable lags

Hi,

I want to regress a variable on its lags. However, I want to choose the lags according to an criterion, so it should be variable until the criterion is not satisfied.

How does this work?
by marcsean
Wed Aug 17, 2011 11:55 am
Forum: Programming
Topic: variable into for statement
Replies: 1
Views: 2145

variable into for statement

Hi,

I want to introduce a variable into an for statement: e.g. for !m=1 to k, where k is chosen with each program run. How do I do this?
by marcsean
Tue Aug 16, 2011 10:02 pm
Forum: General Information and Tips and Tricks
Topic: generate series with starting values
Replies: 3
Views: 4867

Re: generate series with starting values

Is there any possibilty in EViews to adapt the initial condition for an AR Modell? I have to estimate lots of regressions with the same initial condition.
by marcsean
Tue Aug 16, 2011 11:14 am
Forum: General Information and Tips and Tricks
Topic: generate series with starting values
Replies: 3
Views: 4867

generate series with starting values

hi,

I want to generate many series with 100 observations. However, the first ten observations should be fixed for each generated series, while the other 90 observations should be taken randomly from another series. How do I fix the first 10 values for each series?

Thank you!
by marcsean
Fri Aug 12, 2011 1:51 pm
Forum: Programming
Topic: Put Scalars into a matrix
Replies: 3
Views: 3732

Re: Put Scalars into a matrix

Thank you.

I want to estimate 10000 equations within a programme, however eviews stops, when it is time to estimate the 1000th equation. Is this the limit eviews can handle?
by marcsean
Fri Aug 12, 2011 11:28 am
Forum: Programming
Topic: Put Scalars into a matrix
Replies: 3
Views: 3732

Put Scalars into a matrix

Hi,

I have generated about 1000 scalars and I want to put them together into a series or a matrix in order to compute the quantile funciton.
How do I do that?

Thank you.
by marcsean
Fri Aug 12, 2011 10:25 am
Forum: Econometric Discussions
Topic: ADF Insignificant Lags
Replies: 0
Views: 1865

ADF Insignificant Lags

Hi, I am facing the problem that I have a number of insignificant lags before an important significant lag appears. Hence I want to drop them. How do I proceed with the test? Lets say I want to test whether y_t= a_1*y_t-1+a_2*y_t-2+a_10*y_t-10 has a unit root(due to the fact that lags 3-9 are insign...
by marcsean
Tue Jun 28, 2011 11:21 am
Forum: Econometric Discussions
Topic: LLC Unit Root Test
Replies: 1
Views: 2570

LLC Unit Root Test

A crucial assumption when applying the LLC Unit Root Test in panel data is the cross sectional independence of the error term.
How do I check in EViews, whether this assumption is satisfied?
Thank you
by marcsean
Sun Jun 19, 2011 2:05 am
Forum: Programming
Topic: Sum of time series
Replies: 5
Views: 4425

Re: Sum of time series

Thank you, it worked fine! Just one further question: Is there any possibility to extract a certain value from a series? E.g. I want to have the fifth value of a series and work with it like a number in order to generate further series by arithmetic operations. E.g. name fith value of series 1 a; se...
by marcsean
Sat Jun 18, 2011 4:32 am
Forum: Programming
Topic: Sum of time series
Replies: 5
Views: 4425

Re: Sum of time series

The second step comprehensible. Is there any possibility to create the groups dynamically and not each for itself? group g1 containing h11 group g2 containing h21 h22 group g3 containing h31 h32 h33 up to group gm containing hm1 …. hmm? (m varies) Is there a procedure to add series to a group? with ...
by marcsean
Fri Jun 17, 2011 11:30 pm
Forum: Programming
Topic: Sum of time series
Replies: 5
Views: 4425

Sum of time series

Hello, I have problems creating time series. Here is the setup: K is a variable and l runs from 1 to K. With this notation, I have created the series h{!K}{!j}. E.g. K=2: Series being created are h11 and h21 h22. Now I want to create H{!K} = (1/{!K})*??? Here is an example E.g. K=2 H1= 1/1 * h11 H2=...

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