Search found 113 matches

by EViews Rebecca
Tue Aug 22, 2023 8:50 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

There's a lot going on in these code snippets. As a start, can you use trace in R (trace("functionname", edit=TRUE)) to test how changing the log transformation of gamma in ESTAR affects your results?
by EViews Rebecca
Thu Aug 10, 2023 4:37 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

For the F stats: we're looking into it. Current thinking is there probably aren't enough observations for some of the tests.
by EViews Rebecca
Thu Aug 10, 2023 10:14 am
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

Partway down it calls the ESTAR function. Look inside.
by EViews Rebecca
Wed Aug 09, 2023 9:32 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

Hi Rebecca, Also, in trying to estimate a ESTAR with lagged differences -something like [y @base(c) @base(d(y)(-1) @alt(y(-1)) @alt(d(y)(-1))] or any other effort to introduce lagged differences (a common version of the STAR model) EVIEWS crashes without error message. Not sure how to get around th...
by EViews Rebecca
Wed Aug 09, 2023 6:00 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

I was asking because I don't know of any R package that does ESTAR. By RSTAR, do you mean https://github.com/mbalcilar/RSTAR ? Unfortunately, this doesn't appear to include any code. Without access to the underlying R code I can't see how they're doing their gamma calculation. On your end, however, ...
by EViews Rebecca
Tue Aug 08, 2023 5:10 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

Which R package are you using?
by EViews Rebecca
Sun Jul 30, 2023 10:32 pm
Forum: Estimation
Topic: STAR output issues
Replies: 28
Views: 19706

Re: STAR output issues

You'll need to post your workfile.
by EViews Rebecca
Tue Dec 20, 2022 11:53 am
Forum: Bug Reports
Topic: Bug (Attribute Error) in PyEviews?
Replies: 2
Views: 2652

Re: Bug (Attribute Error) in PyEviews?

I don't get that error. Which version of pyeviews are you using?
by EViews Rebecca
Tue Nov 22, 2022 5:54 pm
Forum: Data Manipulation
Topic: Rho values for Chow-Lin interpolation method
Replies: 2
Views: 3007

Re: Rho values for Chow-Lin interpolation method

MLE is used if no rho is provided. While this is mentioned in the docs, I'll add a clarifying statement.

Any value of rho provided is treated as fixed.
by EViews Rebecca
Wed May 26, 2021 5:39 pm
Forum: Programming
Topic: Problem with pyeviews
Replies: 3
Views: 5687

Re: Problem with pyeviews

We've fixed this problem by changing pyeviews to use a different package for COM objects. Please update to pyeviews 1.0.3 using "pip install --upgrade pyeviews" if you're in a regular Python environment, or "conda update -c bexer pyeviews" if you're in a Conda environment.
by EViews Rebecca
Mon Mar 29, 2021 8:10 am
Forum: Estimation
Topic: Chow-Lin interpolation: eViews crash with >2 indicators
Replies: 3
Views: 3070

Re: Chow-Lin interpolation: eViews crash with >2 indicators

I'm unable to replicate this crash. Can you post the workfile you used, with instructions?
by EViews Rebecca
Mon Jan 11, 2021 9:38 pm
Forum: Bug Reports
Topic: pyeviews: Python + EViews
Replies: 4
Views: 14886

Re: pyeviews: Python + EViews

There was a change in pandas 1.1.0 in 2020 that required a pyeviews update. Please update to pyeviews 1.0.2 with "pip install pyeviews --upgrade" or "conda update pyeviews" if you are using conda/Anaconda.
by EViews Rebecca
Thu Jan 07, 2021 9:34 pm
Forum: Bug Reports
Topic: pyeviews: Python + EViews
Replies: 4
Views: 14886

Re: pyeviews: Python + EViews

Which version of pandas are you using?
by EViews Rebecca
Wed Oct 21, 2020 10:35 am
Forum: Estimation
Topic: Elastic net coefficents
Replies: 1
Views: 5519

Re: Elastic net coefficents

The standardization of regressors refers to standardizing before the regression. It's not a constraint on the values of the coefficients.
by EViews Rebecca
Tue Jul 14, 2020 7:42 am
Forum: Estimation
Topic: LASSO, Ridge & Elastic Net...
Replies: 3
Views: 7214

Re: LASSO, Ridge & Elastic Net...

At the moment it's not possible to restrict the sign on the coefficients. Are you able to post the workfile that's crashing?

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