Search found 557 matches

by EViews Matt
Tue Feb 20, 2024 12:43 pm
Forum: Models
Topic: sample adjusted
Replies: 2
Views: 204

Re: sample adjusted

Hello, The model solution procedure adjusts the solution sample to ensure that all referenced variable lags/leads exist in the workfile. For example, imagine a quarterly workfile spanning 2000Q1 to 2020Q4. If the specified solution sample covered the full workfile, "2000Q1 2020Q4", but the...
by EViews Matt
Mon Feb 12, 2024 6:17 pm
Forum: Models
Topic: addinit(v=a)
Replies: 4
Views: 498

Re: addinit(v=a)

Hello, It's possible that if solution values (or expressions they appear in) are very close to numeric singularities, then the adjustment of add factors combined with the solution rounding and significant digits setting could produce such failures. Here's a small program that demonstrates this effec...
by EViews Matt
Tue Jan 16, 2024 5:35 pm
Forum: Add-in Support
Topic: scaled IRF in SVAR
Replies: 2
Views: 5385

Re: scaled IRF in SVAR

Hello, Would that be error 82? It appears that the sirf add-in contains a bug triggered by generating the IRF for any variable other than the first. EViews 13 stops the add-in at that point, but earlier versions of EViews proceed as if the user had specified the first variable. I don't see an easy w...
by EViews Matt
Thu Jan 11, 2024 11:17 am
Forum: Estimation
Topic: SVAR short and long-run restriction
Replies: 1
Views: 846

Re: SVAR short and long-run restriction

Hello,

I believe the restrictions you've currently applied to the B matrix should instead be applied to the S matrix. The A and B matrices will then be unrestricted.
by EViews Matt
Tue Jan 09, 2024 10:59 am
Forum: Programming
Topic: If - Else code
Replies: 5
Views: 5967

Re: If - Else code

Hello, You may also find it more readable/maintainable to use a vector to store the mapping between the value of !i and that of !bestlag rather than a sequence of @recode statements. For example, vector(21) bestlagmap bestlagmap.fill 12, 6, 2, 1, 2, 2, 1, 4, 1, 1, 2, 2, 11, 1, 4, 1, 11, 6, 1, 12, 3 ...
by EViews Matt
Mon Dec 18, 2023 4:05 pm
Forum: Programming
Topic: Is there a solver tool?
Replies: 6
Views: 5884

Re: Is there a solver tool?

Hello,

Take a look at EViews' optimize command, which is the general purpose command for user-defined optimization. It requires knowledge of EViews programming to use, but it's very flexible once understood.
by EViews Matt
Mon Dec 11, 2023 11:23 am
Forum: Programming
Topic: GENERATING RANDOM NORMAL DRAWS
Replies: 4
Views: 4662

Re: GENERATING RANDOM NORMAL DRAWS

Quick follow up... EViews' @rnorm function is parameterless since it returns draws from the standard normal distribution. You can adjust your genr statement accordingly, e.g.,

Code: Select all

series draws_errorvariance_CA_{%h}Y_{%c}_AR = @rnorm * @sqrt(errorvariance_CA_{%h}Y_{%c}_AR)
by EViews Matt
Mon Nov 20, 2023 2:34 pm
Forum: Programming
Topic: @colpctiles Not Working...
Replies: 2
Views: 1616

Re: @colpctiles Not Working...

Hello,

You're correct, the rank 'direction' argument is being incorrectly ignored. We'll fix that in an upcoming patch.
by EViews Matt
Wed Aug 30, 2023 3:36 pm
Forum: Models
Topic: Incorrect error message
Replies: 6
Views: 52233

Re: Incorrect error message

The errors messages didn't directly implicate the variable, DISPINCRP, so a little investigation is necessary as random_user points out. The most significant clue comes from your description; the issue only arises in your custom scenario and not the default scenario. The model's scenario summary (Vi...
by EViews Matt
Tue Aug 29, 2023 4:03 pm
Forum: Models
Topic: Incorrect error message
Replies: 6
Views: 52233

Re: Incorrect error message

Hello, EViews is correctly reporting that override data is missing in Scenario 2. That scenario excludes and overrides series DISPINCRP, but the series that should hold the override values, DISPINCRP_2M, is full of NAs. Perhaps that series didn't exist prior to your initial solution attempt and an e...
by EViews Matt
Fri Aug 04, 2023 9:50 am
Forum: Data Manipulation
Topic: How to generate different series in the same regression?
Replies: 2
Views: 2789

Re: How to generate different series in the same regression?

Hello, The result you're seeing is due to your use of nested loops. For each of the series named in the outer loop, i.e. "serie1", "serie2", and "serie3", you create three series in the inner loop, i.e. "d1", "d2", and "d3". Each of these s...
by EViews Matt
Thu Aug 03, 2023 11:20 am
Forum: Data Manipulation
Topic: Count number of dummy variables
Replies: 1
Views: 2341

Re: Count number of dummy variables

Hello,

Try these...

Code: Select all

series cum = @recode(@isna(below50), 0, @nan(cum(-1), 0) + 1)
series cum2 = @recode(@eqna(below50,below50(-1)), @nan(cum2(-1), 0), 0) + @recode(@isna(below50), -1, 1)
by EViews Matt
Tue Jul 25, 2023 1:13 pm
Forum: Programming
Topic: Dummy variable UP/Down
Replies: 9
Views: 6834

Re: Dummy variable UP/Down

Hello,

Building on Gareth's example, a self-referential expression lets you maintain the previous dummy value in the case that the return is constant.

Code: Select all

series dummy = @recode(y>y(-1),1,@recode(y<y(-1),0,@nan(dummy(-1),1)))
by EViews Matt
Mon Jul 10, 2023 4:59 pm
Forum: Programming
Topic: running a sequence over subperiods
Replies: 3
Views: 3405

Re: running a sequence over subperiods

Certainly, with the appropriate downstream changes: %specs = "1 " + @str(!d-1) + " " + @str(!d) + " " + @str(!n) for %start %end {%specs} smpl %start %end ' Only needed if the 'list of instructions' includes operations affected by the sample for !i=%start to %end list o...
by EViews Matt
Mon Jul 10, 2023 9:40 am
Forum: Programming
Topic: running a sequence over subperiods
Replies: 3
Views: 3405

Re: running a sequence over subperiods

Hello, There are a couple of ways you could eliminate the redundancy in your program. You could move the common code to a subroutine, after which your program would look something like this: subroutine foo list of instructions endsub smpl {subp1} for !i=1 to !d-1 call foo next smpl {subp2} for !i=!d...

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