Search found 28 matches
- Wed May 15, 2013 1:34 pm
- Forum: Econometric Discussions
- Topic: Interpretation of Choleski composition matrices
- Replies: 0
- Views: 1993
Interpretation of Choleski composition matrices
Hello, I ran a SVAR using the lower triangle restriction and got the impulse and varience composition numbers. Then I viewed the calculated A and B matrices. Is there a way of interpreting these numbers in the matrices? Do they mean anything? Thanks. 1 0 0 A = -0.23 1 0 0.18 0.5 1 0.03 0 0 B = 0 0.0...
- Tue May 14, 2013 3:04 pm
- Forum: Estimation
- Topic: varience/covarience matrix of error of VAR
- Replies: 1
- Views: 2022
varience/covarience matrix of error of VAR
Hello,
After I run the following VAR, how can I see the variance covarience matrix of error terms?
var.ls 1 12 sup pr @ @expand(@month, @dropfirst)
Thanks a lot
Alps
After I run the following VAR, how can I see the variance covarience matrix of error terms?
var.ls 1 12 sup pr @ @expand(@month, @dropfirst)
Thanks a lot
Alps
- Tue May 14, 2013 1:23 pm
- Forum: Estimation
- Topic: including 11 month dummy variables into a VAR eq
- Replies: 2
- Views: 2796
Re: including 11 month dummy variables into a VAR eq
thanks a lot. You are right about the names.
- Tue May 14, 2013 1:17 pm
- Forum: Estimation
- Topic: including 11 month dummy variables into a VAR eq
- Replies: 2
- Views: 2796
including 11 month dummy variables into a VAR eq
Hello,
I have the following VAR equation, how can I add seasonal dummies (11 months) as exogenous variables?
var var
var.ls 1 12 sup pr
Thanks a lot
Apls
I have the following VAR equation, how can I add seasonal dummies (11 months) as exogenous variables?
var var
var.ls 1 12 sup pr
Thanks a lot
Apls
- Mon May 13, 2013 7:55 am
- Forum: Estimation
- Topic: Instrument variable definition
- Replies: 4
- Views: 4618
Re: Instrument variable definition
I see. So it isn't that where I place the instrument variable in the equation; I just need to define more instruments. I thought Eviews was confused when there were more than one @ signs.
Thanks a lot for your prompt response.
Thanks a lot for your prompt response.
- Mon May 13, 2013 7:48 am
- Forum: Estimation
- Topic: Instrument variable definition
- Replies: 4
- Views: 4618
Re: Instrument variable definition
sorry for not being clear. I have this 2SLS regression, the instrument variable is lrefpd. But when I try to run the equation below I receive an error message. equation s1.tsls(n) lgasc_cap c lrgaspr lr_inc @ lrefpd @expand(@month, @drop(12)) (error message: order condition violated insufficient ins...
- Mon May 13, 2013 4:05 am
- Forum: Estimation
- Topic: Instrument variable definition
- Replies: 4
- Views: 4618
Instrument variable definition
Hello, I am trying to run a 2SLS regression which has 11 monthly dummies and one instrument lrefpd. Depending on the place of @lrefpd I am getting the following error: equation s1.tsls(n) lgasc_cap c lrgaspr lr_inc @ lrefpd @expand(@month, @drop(12)) (error message: order condition violated insuffic...
- Tue Mar 12, 2013 1:31 am
- Forum: Programming
- Topic: batch program to run more than one program
- Replies: 2
- Views: 2783
Re: batch program to run more than one program
great! Thanks.
- Mon Mar 11, 2013 3:59 am
- Forum: Programming
- Topic: batch program to run more than one program
- Replies: 2
- Views: 2783
batch program to run more than one program
Hello, I want to run a set of programs, so instead of running them by one one, I tried to create a batch file as below. But once it runs the first program, it stops and doesn't continue on the others. Any suggestions? Thanks run forecasting_aus run forecasting_bra run forecasting_can run forecasting...
- Sun Mar 03, 2013 10:40 am
- Forum: Programming
- Topic: A table filled with values from different workfiles
- Replies: 10
- Views: 7320
Re: A table filled with values from different workfiles
thanks a lot. It worked.
- Sun Mar 03, 2013 9:15 am
- Forum: Programming
- Topic: A table filled with values from different workfiles
- Replies: 10
- Views: 7320
copytable command
hello,
I want to increment the row number in the copytable command as below, but it doesn't seem to be working. I think an exact number is required.
Thanks
table for_all
scalar i=1
for %f AUS BRA CAN CHL IND KOR MEX NOR NZL ZAR
for_{%f}.copytable for_all i 1
i=i+8
next
I want to increment the row number in the copytable command as below, but it doesn't seem to be working. I think an exact number is required.
Thanks
table for_all
scalar i=1
for %f AUS BRA CAN CHL IND KOR MEX NOR NZL ZAR
for_{%f}.copytable for_all i 1
i=i+8
next
- Sun Mar 03, 2013 5:37 am
- Forum: Econometric Discussions
- Topic: Clark West MSPE adjusted statistics
- Replies: 0
- Views: 3155
Clark West MSPE adjusted statistics
Hello, I changed the question a bit, Ithink nobody knows much about this. I am trying to measure the performance of a few forecasting models I have. There are 2 adjusted statistics: DM and CW. I checked several sources but I am not sure about the difference. I wonder if anybody has an idea to calcyl...
- Sat Mar 02, 2013 4:01 pm
- Forum: Programming
- Topic: A table filled with values from different workfiles
- Replies: 10
- Views: 7320
Re: A table filled with values from different workfiles
It worked, thanks a lot! I have another question. Is copytable or copyrange available in version 7? I cannot find the command in Eviews 6 help.
have a great day
have a great day
- Sat Mar 02, 2013 12:01 pm
- Forum: Programming
- Topic: A table filled with values from different workfiles
- Replies: 10
- Views: 7320
Re: A table filled with values from different workfiles
Here is my code but I receive an error message: " database not found" tables.edb does not exist.
wfcreate(wf=tables, page=table) u 1000
wfsave tables
close tables.wf1
for %f AUS BRA CAN CHL IND KOR MEX NOR NZL ZAR
wfopen {%f}.wf1
copy bic_{%f} tables::table\bic_{%f}
next
wfcreate(wf=tables, page=table) u 1000
wfsave tables
close tables.wf1
for %f AUS BRA CAN CHL IND KOR MEX NOR NZL ZAR
wfopen {%f}.wf1
copy bic_{%f} tables::table\bic_{%f}
next
- Sat Mar 02, 2013 11:42 am
- Forum: Programming
- Topic: A table filled with values from different workfiles
- Replies: 10
- Views: 7320
Re: A table filled with values from different workfiles
Sorry, it may sound stupid, I couldn't manage to copy the tables into a master workfile. How can I create a master workfile where only the tables will be copied to. That was my problem, earlier, I kept getting error messages when I wrote the copy command.
thanks a lot
thanks a lot
