Search found 496 matches

by EViews Matt
Mon Jul 26, 2021 10:27 am
Forum: Bug Reports
Topic: Problem with include in if-statement
Replies: 8
Views: 2754

Re: Problem with include in if-statement

Hello, Just a little extra information about include statements that might help in the future, such statements are functionally equivalent to copying the EViews code from the included file into the including file at the inclusion point. Consequently, the program will be ill-formed if the included fi...
by EViews Matt
Wed Jul 21, 2021 11:07 am
Forum: Models
Topic: Problem with model solve - Missing data
Replies: 3
Views: 506

Re: Problem with model solve - Missing data

Hello,

Are you trying to solve the model over the entire period (2000-2024) or just the forecast period (2021-2024)?
by EViews Matt
Wed Jul 07, 2021 11:39 am
Forum: Estimation
Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Replies: 5
Views: 350

Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR

Hello, Regarding (1), you're follow-up is correct. The shocks are structural shocks and by construction the structural residuals have an identity covariance matrix. A one unit structural shock and one S.D. structural shock are therefore identical, and can be interpreted directly as the columns of th...
by EViews Matt
Tue Jul 06, 2021 5:19 pm
Forum: Estimation
Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Replies: 5
Views: 350

Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR

Hello, Just for the sake of a complete example here in my response, let me address your questions using a trivial artificial VAR. Regarding (1), matrix/vector you must specify holds the shocks in its column(s), with the rows representing the different variables. For the basic Cholesky decomposition,...
by EViews Matt
Fri Jul 02, 2021 12:34 pm
Forum: Estimation
Topic: Recovering Structural Shocks in Long-run restricted SVARS
Replies: 2
Views: 255

Re: Recovering Structural Shocks in Long-run restricted SVARS

Hello, Regarding (1) and (2), here's a quick program that verifies that the S and F matrices behave as expected for a trivial artificial SVAR. If you run the last four statements for your own SVAR, do the results not match the mentioned expectations? create u 100 series x = rnd series y = 2 * x + nr...
by EViews Matt
Fri Jul 02, 2021 12:20 pm
Forum: Estimation
Topic: How to obtain the matrix connecting reduced-form and structural residuals in a VAR
Replies: 3
Views: 205

Re: How to obtain the matrix connecting reduced-form and structural residuals in a VAR

Quite right. Either of the first two SVAR restriction presets will produce an S matrix equivalent to a Cholesky decomposition.
by EViews Matt
Fri Jul 02, 2021 10:03 am
Forum: Estimation
Topic: How to obtain the matrix connecting reduced-form and structural residuals in a VAR
Replies: 3
Views: 205

Re: How to obtain the matrix connecting reduced-form and structural residuals in a VAR

Hello,

After you perform either type of structural analysis, you can use the VAR object's @impfact data member to retrieve the underlying factorization matrix.
by EViews Matt
Mon Jun 14, 2021 10:18 am
Forum: Bug Reports
Topic: Bug in statsby-functions with panel data
Replies: 1
Views: 281

Re: Bug in statsby-functions with panel data

Hello, The various statsby functions require at least two series arguments before you may optionally specify a sample. A call such as @sumsby(x,"2009 2009") interprets the second argument as a constant alpha autoseries, not as a sample. If you insert a trivial constant autoseries as the se...
by EViews Matt
Tue May 18, 2021 10:09 am
Forum: Data Manipulation
Topic: Apply ranks from one matrix to another
Replies: 2
Views: 665

Re: Apply ranks from one matrix to another

Hello,

It sounds like you'll have different orderings for different groups of rows in the matrix, so there's really no better way than to loop through the rows yourself.
by EViews Matt
Thu May 13, 2021 10:10 am
Forum: Programming
Topic: Orthogonal complement of a matrix
Replies: 2
Views: 863

Re: Orthogonal complement of a matrix

Hello,

EViews has added the @svdfull function in the time since that older post, which I believe completes the procedure contained therein.
by EViews Matt
Mon May 10, 2021 10:20 am
Forum: Models
Topic: building mean-fan charts using stochastic model
Replies: 1
Views: 1856

Re: building mean-fan charts using stochastic model

Hello,

We discovered a bug in the panel mean fan chart display (option panel=meanfan) that caused the bounds to be drawn too wide. This issue will be fixed in the next patch.
by EViews Matt
Mon May 10, 2021 10:10 am
Forum: Add-in Writing area
Topic: Maximum options for add-in
Replies: 7
Views: 10081

Re: Maximum options for add-in

Hello,

The next patch will double the options limit, which should accommodate your addin.
by EViews Matt
Wed Apr 14, 2021 10:02 am
Forum: Programming
Topic: IF command for samples in a model
Replies: 1
Views: 806

Re: IF command for samples in a model

Hello, I'm afraid models do not support conditional inclusion of equations. That leaves you with basically two options, (1) using two separate model objects, one including EQ04 and one including EQ05, and solving them over different subsamples, or (2) combining the two equations into a single expres...
by EViews Matt
Fri Mar 05, 2021 2:40 pm
Forum: Programming
Topic: If statement within a loop for panel data
Replies: 3
Views: 1062

Re: If statement within a loop for panel data

Hello,

If you're saying that variable "year" is a series, then the "year = !yr" expression is not meaningful as part of an if statement conditional. Can you describe what you're trying to accomplish with your code?

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