Search found 7 matches

by naz_08
Fri Dec 14, 2012 2:52 pm
Forum: Programming
Topic: Granger causality
Replies: 0
Views: 1557

Granger causality

hi , Im trying to find the granger causality between the different returns (ld) and the wti_oil. When I do the granger causality, i get causality of all the terms, but i only want all the terms with respect to wti_oil ONLY. I have tried using the eviews programming guide and this is what i came up w...
by naz_08
Thu Dec 06, 2012 11:25 am
Forum: Programming
Topic: Ungrouping Group Series data after conversion to log diff
Replies: 8
Views: 5815

Re: Ungrouping Group Series data after conversion to log dif

You need to have your workfile open.
Hi,

I have tried that but it doesnt work. I closed the group (hk wf) and its still the same error message?


Hi Gareth,

Is there any program I could take the group file and find the individual c-garch for each series automatically? Thanks
by naz_08
Wed Dec 05, 2012 11:05 am
Forum: Programming
Topic: Ungrouping Group Series data after conversion to log diff
Replies: 8
Views: 5815

Re: Ungrouping Group Series data after conversion to log dif

You need to have your workfile open.
Hi Gareth,

Ok i figured it out. It should be written HK_RET....

thanks a lot :) have a good one.
by naz_08
Wed Dec 05, 2012 11:03 am
Forum: Programming
Topic: Ungrouping Group Series data after conversion to log diff
Replies: 8
Views: 5815

Re: Ungrouping Group Series data after conversion to log dif

You need to have your workfile open.
Hi,

I have tried that but it doesnt work. I closed the group (hk wf) and its still the same error message?
by naz_08
Wed Dec 05, 2012 1:45 am
Forum: Programming
Topic: Ungrouping Group Series data after conversion to log diff
Replies: 8
Views: 5815

Re: Ungrouping Group Series data after conversion to log dif

You need to write an EViews program (File->New Program). Hi Gareth, Sorry I am very slow in this. I opened new program as you mentioned, then saved it , and then run it but I still get a error message as indicated by photo. Kindly provide me with a solution and possible step by step action I can do...
by naz_08
Tue Dec 04, 2012 1:47 pm
Forum: Programming
Topic: Ungrouping Group Series data after conversion to log diff
Replies: 8
Views: 5815

Re: Ungrouping Group Series data after conversion to log dif

Code: Select all

for !i=1 to HK_RET.@count %sername = hk_reg.@seriesname(!i) %newname = "ld_" + %sername series {%newname} = @dlog({%sername}) next

Hi Gareth,

Thanks for your reply. I am still having trouble incorporating it into eviews. Please view the screen shot and advise. Thank you so much.
by naz_08
Tue Dec 04, 2012 2:01 am
Forum: Programming
Topic: Ungrouping Group Series data after conversion to log diff
Replies: 8
Views: 5815

Ungrouping Group Series data after conversion to log diff

Hi, I am a new user of Eviews. I grouped several spreadsheets (raw data) on eviews, and took the log difference. Now I want to display and save the individual log difference series in the group onto my workfile as individual returns data, as separate files. Please advise how I can accomplish this. A...

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