Search found 10 matches

by tomato_wang
Wed Jul 13, 2011 1:14 am
Forum: Programming
Topic: command to open up an existing workfile
Replies: 4
Views: 5097

Re: command to open up an existing workfile

thank you so much!
by tomato_wang
Tue Jul 12, 2011 1:32 am
Forum: Estimation
Topic: Newey West specifying lag problem
Replies: 8
Views: 7766

Re: Newey West specifying lag problem

OK, I'll try the Eviews 7!! thank you so much!
by tomato_wang
Tue Jul 12, 2011 1:30 am
Forum: Programming
Topic: command to open up an existing workfile
Replies: 4
Views: 5097

Re: command to open up an existing workfile

Thank you. I found it. BTW, do you know how to store the R2 in the rolling regression??
by tomato_wang
Mon Jul 11, 2011 2:38 am
Forum: Programming
Topic: command to open up an existing workfile
Replies: 4
Views: 5097

command to open up an existing workfile

Hi, I'm doing a rolling regression. And who can help me with the command to open up an existing workfile? I creat a workfile named united first, then import an excel of data into the workfile. Then I create a program and type the code into the program. But I don't know how to open up an existing wor...
by tomato_wang
Sun Jul 10, 2011 8:08 am
Forum: Programming
Topic: How to do OUT OF SAMPLE forcasting
Replies: 2
Views: 3018

Re: How to do OUT OF SAMPLE forcasting

Thank you so much.
by tomato_wang
Sun Jul 10, 2011 8:07 am
Forum: Estimation
Topic: Newey West specifying lag problem
Replies: 8
Views: 7766

Re: Newey West specifying lag problem

EViews 5 and 6 do not offer the ability in a single equation to specify the kernel bandwidth. You can put your equation into a system object and use the options there to specify the bandwidth. EViews 7 offers an expanded set of single equation options which allow you to fully specify the kernel ban...
by tomato_wang
Fri Jul 08, 2011 3:10 pm
Forum: Programming
Topic: How to do OUT OF SAMPLE forcasting
Replies: 2
Views: 3018

How to do OUT OF SAMPLE forcasting

Hi, I want to do the out of sample forecasting. And I am a beginner to do programming. My sample data ranges from 1929m07 to 2009m12. The equation is Yt=a+bXt-1. I want to use 20 years monthly return(1929m07 to 1948m 07) to forecasting the return of 1948m08 and then use 1929m08 to 1948m08 data to fo...
by tomato_wang
Fri Jul 08, 2011 2:29 pm
Forum: Estimation
Topic: Newey West specifying lag problem
Replies: 8
Views: 7766

Re: Newey West specifying lag problem

What version of EViews are you using?
I am using Eviews 5 and I also can use Eviews 6 in my univesity libarary.
by tomato_wang
Fri Jul 08, 2011 2:28 pm
Forum: Estimation
Topic: Newey West specifying lag problem
Replies: 8
Views: 7766

Re: Newey West specifying lag problem

I am using Eviews 5 and I also can use Eviews 6 in my univesity libarary.
by tomato_wang
Mon Jul 04, 2011 4:12 am
Forum: Estimation
Topic: Newey West specifying lag problem
Replies: 8
Views: 7766

Newey West specifying lag problem

Hello, I am doing a simple OLS regression. and I found my T-statistics is a little bit big. Then I want to use Newey-West test to adjust the results. I want to use the lag is equal to 12. But When I chose the Newey-West in the estimation options, I could not find how to change the lag. the default l...

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