Search found 12 matches

by meganmao
Thu Aug 22, 2013 9:36 am
Forum: Programming
Topic: Sample size of regression
Replies: 2
Views: 3398

Re: Sample size of regression

Ah. I was definitely using the wrong syntax earlier....

Thanks!
by meganmao
Thu Aug 22, 2013 9:26 am
Forum: Programming
Topic: Sample size of regression
Replies: 2
Views: 3398

Sample size of regression

Hi, I have a fairly simple question but I can't seem to find the answer for it.... I'm trying to loop a regression and I need to specify the size of the sample. What is the code/command to do it? This is a simple example of what I'm using: for !i=1 to 6 equation eq{!i}.ls y c x{!i}(-!i) next I'm try...
by meganmao
Wed Aug 07, 2013 1:05 pm
Forum: Models
Topic: Add factors
Replies: 0
Views: 5288

Add factors

Hi, I'm using E-views 7. I have a model that contains multiple equations predicting states' production levels. I'm regressing this on a margin value. This margin value is regional, so multiple states use the same margin value. The equations are not linked to each other. Some of the equations share v...
by meganmao
Fri Aug 02, 2013 12:05 pm
Forum: General Information and Tips and Tricks
Topic: Creating Seasonal Factor for multiple variables at once
Replies: 8
Views: 12898

Re: Creating Seasonal Factor for multiple variables at once

How can I get started? I'm new to e-views programming but I've had programming experience in other statistical software.

I just can't find any code to look at that reflects the seasonal factor option. Or should I program based off the formula used to calculate the seasonal factor?
by meganmao
Fri Aug 02, 2013 11:39 am
Forum: General Information and Tips and Tricks
Topic: Creating Seasonal Factor for multiple variables at once
Replies: 8
Views: 12898

Re: Creating Seasonal Factor for multiple variables at once

Right. My bad! So I have production data that is seasonal. I open the variable, go to Proc>Seasonal Adjustment>Census X12 My options are the following: X11 Method : Multiplicative Trend Filter (Henderson): Auto (X12 default) Seasonal Filter: Auto (X12 default) Component Series to Save [checked] Fina...
by meganmao
Fri Aug 02, 2013 11:30 am
Forum: General Information and Tips and Tricks
Topic: Creating Seasonal Factor for multiple variables at once
Replies: 8
Views: 12898

Creating Seasonal Factor for multiple variables at once

I'm trying to create a seasonal factor for multiple variables in one sweep. How can I do this?
by meganmao
Fri Aug 02, 2013 7:59 am
Forum: General Information and Tips and Tricks
Topic: Updating multiple forecasts at once
Replies: 2
Views: 4384

Re: Updating multiple forecasts at once

This is so perfect. Thank you!

For anyone who wants to know what I did, I just ended up reading Chapter 34 in the User's II book and performed a dynamic solution and put my forecast sample in the solution sample. I'm new to e-views.
by meganmao
Thu Aug 01, 2013 4:04 pm
Forum: General Information and Tips and Tricks
Topic: Updating multiple forecasts at once
Replies: 2
Views: 4384

Updating multiple forecasts at once

Hi I was wondering if there is code to update multiple forecasts at once? Or suggestions on how to start?

I need to be able to specify the sample period as out-of-sample.
by meganmao
Thu Aug 01, 2013 11:44 am
Forum: Data Manipulation
Topic: Forecasting out-of-sample with lagged EXPLANATORY variables
Replies: 6
Views: 6955

Re: Forecasting out-of-sample with lagged EXPLANATORY variab

Got it. I ended up just copying the previous year's seasonality factor for the forecast period and it worked.

Thanks!!
by meganmao
Thu Aug 01, 2013 11:35 am
Forum: Data Manipulation
Topic: Forecasting out-of-sample with lagged EXPLANATORY variables
Replies: 6
Views: 6955

Re: Forecasting out-of-sample with lagged EXPLANATORY variab

Am I not able to forecast or how do I overcome this?
by meganmao
Thu Aug 01, 2013 11:17 am
Forum: Data Manipulation
Topic: Forecasting out-of-sample with lagged EXPLANATORY variables
Replies: 6
Views: 6955

Re: Forecasting out-of-sample with lagged EXPLANATORY variab

Thanks for your reply.

When I do that, it says 'Unable to compute due to missing data'.

Does this have anything to do with my seasonality factor (which is not available in the forecasting period) or lagged explanatory variable?
by meganmao
Thu Aug 01, 2013 10:58 am
Forum: Data Manipulation
Topic: Forecasting out-of-sample with lagged EXPLANATORY variables
Replies: 6
Views: 6955

Forecasting out-of-sample with lagged EXPLANATORY variables

I'm trying to forecast out-of-sample for my dependent variable using my exogeneous variables. I don't have data for my dependent variable for the forecasting period, but I do my exogeneous are available for the forecasting period. Currently my dependent variable is NA for the forecasting period. Whe...

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