Search found 28 matches

by alps
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...
by alps
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
by 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.
by alps
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
by alps
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.
by alps
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...
by alps
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...
by alps
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.
by alps
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...
by alps
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.
by alps
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
by alps
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...
by alps
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
by alps
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
by alps
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

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