Search found 8 matches

by raphbrun
Wed Apr 06, 2011 9:11 am
Forum: Estimation
Topic: Impulse response to Cholesky 1% shock
Replies: 13
Views: 44087

Re: Impulse response to Cholesky 1% shock

Thanks for your reply. I am still a bit confused on how to get the Cholesky 1% shock. I present a simple example for sake of illustration: I have a VAR(1) with two variables in log-differences: x_t = c + alpha_1 x_t-1 + beta_1 y_t-1 + eps_1,t y_t = c + alpha_2 x_t-1 + beta_2 y_t-1 + eps_2,t Using mo...
by raphbrun
Tue Apr 05, 2011 3:47 am
Forum: Estimation
Topic: Impulse response to Cholesky 1% shock
Replies: 13
Views: 44087

Impulse response to Cholesky 1% shock

Hi, Eviews provides an easy way to get impulse responsed to Cholesky one standard deviation innovations. I am interested to get the impulse response to a Cholesky 1% shock, instead of a one standard deviation shock. This way I could interpret the outcome as, let's say, a 1% shock in my X variable, g...
by raphbrun
Sat Feb 12, 2011 12:00 pm
Forum: Programming
Topic: @isobject
Replies: 1
Views: 3105

@isobject

Hi. I am facing a problem with @isobject. I am trying to run the following: for %y fr scalar is_{%y}_fxvol=@isobject("fxvol_{%y}") scalar is_{%y}_cpi=@isobject("dcpi_{%y}") next Both series fxvol_fr and dcpi_fr exist and contain values. However the scalar values in the program ar...
by raphbrun
Sun Aug 08, 2010 2:10 pm
Forum: Programming
Topic: Turn off automatic tables output from contegration tests
Replies: 4
Views: 5878

Re: Turn off automatic tables output from contegration tests

Thanks so much. This wil be very helpful!
by raphbrun
Sat Aug 07, 2010 12:45 pm
Forum: Programming
Topic: Turn off automatic tables output from contegration tests
Replies: 4
Views: 5878

Re: Turn off automatic tables output from contegration tests

Sure, Below is a simpler version of the code I have. Each time the food_{%i}.coint command performs, a new table pops up on the screen. I would like to avoid it. for %i ctry1 ctry2 group food_{%i} food_{%i}.add lnuvi_{%i} lnfx_{%i} lnppi_{%i} food_{%i}.coint(b,save = coint_food_{%i}) next Cheers, Ra...
by raphbrun
Sat Aug 07, 2010 8:28 am
Forum: Programming
Topic: Turn off automatic tables output from contegration tests
Replies: 4
Views: 5878

Turn off automatic tables output from contegration tests

Hi, I am running cointegration tests for a number of groups within a program. For each test, an automatic created table appears on screen with its outcome. This is problematic when the number of tests is large, thus the number of tables is large. How can I turn off the automatic creation of tables w...
by raphbrun
Mon Jul 12, 2010 10:57 am
Forum: Programming
Topic: Replacement variable to replace various strings in loop
Replies: 3
Views: 4922

Re: Replacement variable to replace various strings in loop

Thanks

Your reply makes sense and must be correct but I guess it is only be valid on later versions of Eviews. I have tried it on Eviews 5 and it does not work.I am aware Eviews 7 has made progress with strings and I suppose your code must be working on the latest version.

Thanks again
by raphbrun
Fri Jul 09, 2010 3:37 pm
Forum: Programming
Topic: Replacement variable to replace various strings in loop
Replies: 3
Views: 4922

Replacement variable to replace various strings in loop

I have a program where the same loop is coming at various occasions: for %y fr us uk If I then need to change my loop, e.g. replace "for %y fr us uk" by "for %y fr us", I will have to do so every time the loop is coming in the program. Ideally, I would like to make only one chang...

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