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Thank you, but i haven't a command capture option. Probably because i use EViews 8 and this option is a new feature. Do you have another suggestion?
Many thanks!

Hi, i have a group of series, say x, y and z. Via the eviews buttons, i make a "group" of x, y and z, and go to "View/Graph/Distribution/Kernel Density" and select "Single Graph". As result, i have the kernel densities of x, y and z in one graph. how can i create the sa...

Hello, i have tried different approaches to my problem of recursively reestimated state space models. When i try the following: 1. estimation of state space model for the sample smpl 7/1/2009 9/22/2014+!h-1 2. then forecasting for the sample smpl 7/1/2009+!forecasthorizon 9/22/2014+!forecasthorizon+...

Hi Gareth, thank you so far. But to place this matrices outside the loop is not enough for the code to work. Let me explain more specific, i think the problem is here: smpl 9/22/2014+!forecasthorizon+!h-1 9/22/2014+!forecasthorizon+!h-1 ' sets the forecast horizon {%modelname}{!forecasthorizon}.fore...

Hi, i have a question regarding the correct programming of those state space models, where i want to forecast with re-estimated parameters in a recursive forecasting scheme (because in some circumstances i cannot include the parameters in the state vector). First i set the estimation period (where !...

Hello altogether, here is a excerpt of my code (from a state space model), which is inside a loop: smpl 9/22/2014+!forecasthorizon+!h-1 9/22/2014+!forecasthorizon+!h-1 ' sets the forecast horizon {%modelname}{!forecasthorizon}.forecast(m=n,n=!forecasthorizon) @state * @signal {%modelname}{!forecasth...

Thank you! But the problem further exists, independently of the assigned series name: is an illegal or reserved name in "do_solution.makesignals..." but the program doesn't write what is illegal... the program works, when i make the signal series within the loop for the state space object ...

Hello altogether, the following code leads to "illegal or reserved name" regarding makesignals and makestates. Why? Hint: makesignals and makestates are on the bottom of the code Many thanks for your help wfcreate(wf=uoc, page=uoc) d(1,5) 7/1/2009 1/12/2016 !obstotal = @obssmpl ' counts th...

Because this is an important question for me:

Has eviews any support? Perhaps via mail? I don't have found anything.

Hi, i'm using EViews Version 8. Is it possible, to conduct multivariate diagnostic checking for multivariate state space models in a similar fashion to vector autoregressions? In other words, can i use the multivariate portmanteau test or the multivariate jarque bera test after estimation of a multi...

Hello, how good is the bhhh-estimator (outer product of the gradient) of the hessian, when the starting value is located within a region of a turning point, where the log-likelihood-function switches from convex to concave (i assume the log-likelihood-function is not globally concave)? In univariate...

Hello altogether, i want to program a state space model with arch errors. For that purpose, i need - for the error e - a error variance formula of the following form: Var(e)=E(e^2)=c(1)+c(2)*E(e^2(-1)) That implies, i need the residuals e^2(-1) of the day before in the estimation procedure. HOW CAN ...

Hello altogether, i want to estimate a time-varying parameter regression model via the kalman filter. Furthermore, i intend to drop the gaussian assumption about the error terms in the corresponding state space model. So, i derive the kalman filter via linear projection. This means, that the explana...

Hi everybody! I want to estimate a unobserved components model with explanatory variables. Thereby the explanatory variables include also a lagged dependent variable y(t-1) (the remaining terms are other lagged variables of order (t-1)). By means of the aforementioned model i want to calculate one-s...

Dear Sir or Madam, i have two questions concerning the above mentioned topic: 1. What is the easiest way to estimate a random coefficient bvar in the kalman filter setting? Perhaps the same question in other words: Can i use the bvar estimation framework in eviews within the kalman filter setup? 2. ...