Search found 9 matches

by benlambert18785
Wed Oct 21, 2015 5:39 pm
Forum: Econometric Discussions
Topic: Speed of adjustment in vecm greater than 1 in magnitude
Replies: 1
Views: 2926

Speed of adjustment in vecm greater than 1 in magnitude

Hi, I have been estimating a VECM using EViews and have found that I sometimes get values of the speed of adjustment parameter that are greater than 1 in magnitude. The Cointegrating relationship (there are only two endogenous variables) has a time trend within it. Does anyone know how/why this happ...
by benlambert18785
Tue Oct 20, 2015 7:28 pm
Forum: Programming
Topic: Dynamically access p values from Johansen cointegration test
Replies: 2
Views: 2732

Dynamically access p values from Johansen cointegration test

Hi, I would like to know - is it possible to dynamically access (in other words in a program file) the p values that are generated from carrying out a Johansen test on a VEC? At the moment I have the following: var macro1.ec(d) 1 6 x1 x2 macro1.coint(d,save=root) Which saves the eigenvalues of the t...
by benlambert18785
Tue Apr 09, 2013 9:04 am
Forum: Programming
Topic: Dynamically get F stats for hettest on each regression
Replies: 2
Views: 2888

Re: Dynamically get F stats for hettest on each regression

Hi Gareth, That's great - many thanks. Just for anyone else who runs into this issue I thought I would post my code. This pulls the F statistic for a hettest together with its associated p value. table(770,2) ztab freeze(tab1) zzz_{%i}.hettest(type=BGP) c ds_eon d_eon ztab(!j+1,1) = @val(tab1(3,2)) ...
by benlambert18785
Tue Apr 09, 2013 6:16 am
Forum: Programming
Topic: Dynamically get F stats for hettest on each regression
Replies: 2
Views: 2888

Dynamically get F stats for hettest on each regression

Hi, I am currently creating equations dynamically within a program, and then storing the results of this to a table. I am fine to collect the t stats etc. by using the relevant commands on the equation object which I have created. However, I am having some issues with trying to collect (in my table)...
by benlambert18785
Mon Mar 04, 2013 5:04 am
Forum: Programming
Topic: Vlookup in EViews
Replies: 1
Views: 2608

Vlookup in EViews

Hi,

I would like to do the following: Lookup a number within a matrix/series. If that number is contained within that series I would then do something, if it is not I would do something else.

Is there a way to do this in EViews?

Thanks,

Ben
by benlambert18785
Tue Sep 18, 2012 10:55 am
Forum: Data Manipulation
Topic: Filing variables in EViews
Replies: 4
Views: 4483

Re: Filing variables in EViews

Hi Gareth,

Thanks for your quick answers - no problem, just wanted to check to see if there was a better way of filing variables than I am currently.

Thanks,

Ben
by benlambert18785
Tue Sep 18, 2012 9:14 am
Forum: Data Manipulation
Topic: Filing variables in EViews
Replies: 4
Views: 4483

Re: Filing variables in EViews

Hi Gareth, Thanks for your swift answer. On a similar note, a number of my variables are derivatives of other variables within my workfile. Instead of manually creating the variables and having them clutter up my file, is there a way to create them in an automated fashion for estimation purposes? Fo...
by benlambert18785
Tue Sep 18, 2012 8:36 am
Forum: Data Manipulation
Topic: Filing variables in EViews
Replies: 4
Views: 4483

Filing variables in EViews

Hello EViews chaps! I have a question regarding storing of, and use of series in EViews. I have well over 2,000 series in EViews which I may or may not use for estimation of OLS equations. The variable nomenclature is consistent, and allows me to get around the workfile page relatively adequately, b...

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