Search found 10 matches
- 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!
- 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!
- 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??
- 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...
- 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.
- 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...
- 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...
- 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
I am using Eviews 5 and I also can use Eviews 6 in my univesity libarary.What version of EViews are you using?
- 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.
- 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...
