Search found 7 matches
- 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...
- 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
Hi,You need to have your workfile open.
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
- 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
Hi Gareth,You need to have your workfile open.
Ok i figured it out. It should be written HK_RET....
thanks a lot :) have a good one.
- 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
Hi,You need to have your workfile open.
I have tried that but it doesnt work. I closed the group (hk wf) and its still the same error message?
- 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...
- 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.
- 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...
