Search found 8 matches
- Tue Jul 22, 2014 9:54 pm
- Forum: Programming
- Topic: What information can I reference from a command?
- Replies: 6
- Views: 3681
Re: What information can I reference from a command?
Thank you very much. This has been very helpful. :D
- Tue Jul 22, 2014 8:57 pm
- Forum: Programming
- Topic: What information can I reference from a command?
- Replies: 6
- Views: 3681
Re: What information can I reference from a command?
Got it. So as I understand it after reading about the object members, I don't think there's any way to extract specific test results from the uroot command (such as the sample t-statistic or prob value), which is associated with a series object. The only way to do this would be run it as a LS equati...
- Tue Jul 22, 2014 8:18 pm
- Forum: Programming
- Topic: What information can I reference from a command?
- Replies: 6
- Views: 3681
Re: What information can I reference from a command?
I am very sorry, but I went to the Object Reference pdf and did not see any mention of the object members nor how I could reference them. I am uploading the screen shot from the first page on "ls" in the Object Reference pdf. I don't see any mention of, for example, "@tstat()" wh...
- Tue Jul 22, 2014 4:54 pm
- Forum: Programming
- Topic: What information can I reference from a command?
- Replies: 6
- Views: 3681
What information can I reference from a command?
Hi, I know if I run a command, like ls, I can extract certain information for later use. For example, in the command below, I extract the tstat from the trend term. ls y c @trend scalar bob = @tstat(2) My question is: Is there any way of knowing after ANY command, what all information is available f...
- Sat Oct 26, 2013 4:20 pm
- Forum: Econometric Discussions
- Topic: ARDL Bounds Test
- Replies: 0
- Views: 2009
ARDL Bounds Test
BACKGROUND: Given two variables y and x, for which one suspects there is a LR relationship such that y = beta*x, the specification for the ARDL bounds test looks like this (ignoring deterministic regressors and lagged differenced regressors): D.yt = b1*yt-1 + b2*xt-1 + b3*D.xt + et . ---------------...
- Sat Oct 26, 2013 4:17 pm
- Forum: Econometric Discussions
- Topic: DOLS/FMOLS/CCR estimation of the LR relationship
- Replies: 0
- Views: 1806
DOLS/FMOLS/CCR estimation of the LR relationship
BACKGROUND: Given two variables y and x, for which one suspects there is a LR relationship such that y = beta*x, the specification for the ARDL bounds test looks like this (ignoring deterministic regressors and lagged differenced regressors): D.yt = b1*yt-1 + b2*xt-1 + b3*D.xt + et . ---------------...
- Fri Oct 04, 2013 11:03 pm
- Forum: Econometric Discussions
- Topic: ADF critical values under the "const" option
- Replies: 0
- Views: 1359
ADF critical values under the "const" option
Hi, It is my understanding that when one chooses the 'const" option with the adf unit root test, the associated critical values are for a random walk WITHOUT drift. In other words, the assumed DGP is a random walk without drift, but the estimated regression includes a constant term. Is there an...
- Mon Jul 15, 2013 5:19 pm
- Forum: Programming
- Topic: Learning Eviews commands
- Replies: 1
- Views: 1907
Learning Eviews commands
Hi, I would like to learn more about EViews programming. While the template programs are very helpful, I find that it is often helpful to use the drop-down menu, and then see the command syntax associated with the dialog box choices. For example, when I use Stata and make a command choice from the d...
