Search found 9 matches

by ectrie
Sun Sep 29, 2013 12:46 am
Forum: Programming
Topic: Obtaining strings from a group
Replies: 1
Views: 1848

Obtaining strings from a group

I put over 200 series together in a group. Is there any way to obtain the title strings from the series? So for example let's say I have a group with 5 variables, say serie01, serie02,...,serie05. If i want to obtain the title of the third series (i.e. "serie03") in a string, how can I ach...
by ectrie
Thu Sep 26, 2013 2:23 am
Forum: Estimation
Topic: Forecasting formula
Replies: 1
Views: 1811

Forecasting formula

I'm working on a project where I have to do a 20-step-ahead forecast. I have a lot of variables (+/- 300). From the equation I can do a 1-step-ahead forecast (static). Is there any way that I can see which formula EViews uses to do this 1-step-ahead forecasts? This will give me insight into how to d...
by ectrie
Tue Sep 24, 2013 4:54 am
Forum: Programming
Topic: Loops using strings and scalars at the same time
Replies: 4
Views: 3743

Re: Loops using strings and scalars at the same time

Thanks for the help! On which page of the help documentation can I find more information about the .add functionality? I was trying to look it up but could not find it. Thanks in advance!
by ectrie
Mon Sep 23, 2013 3:04 am
Forum: Programming
Topic: Loops using strings and scalars at the same time
Replies: 4
Views: 3743

Re: Loops using strings and scalars at the same time

By the way, assuming the code will eventually work, the string will look something like this: string testString = "group01(3) group01(4) group(12)" Now, if I want to regress on these variables I can't state: equation testRegression.ls y testString It will produce an error that testString i...
by ectrie
Mon Sep 23, 2013 2:23 am
Forum: Programming
Topic: Loops using strings and scalars at the same time
Replies: 4
Views: 3743

Loops using strings and scalars at the same time

Hello! I want to make a loop that incorporates both strings and integers. So far I have created a group with a lot of variables (+/- 200). I'm working on a project where p > n, that means I have more variables then observations. There is a method called the LASSO method that chooses some of the vari...
by ectrie
Mon Sep 16, 2013 2:27 am
Forum: Estimation
Topic: Elastic Net Regression in EViews
Replies: 1
Views: 2561

Elastic Net Regression in EViews

Hi, Is there any way to implement the elastic net (a combination of the Lasso and Ridge regressions) in EViews, in which some variables are shrunken to 0 so that they are dropped from the model? The estimation uses the objective function: min L(Beta) = the sum of( (y - X * Beta)^2 + lambda * P(Beta)...
by ectrie
Mon Sep 09, 2013 3:35 pm
Forum: Programming
Topic: Adjusting sample size
Replies: 4
Views: 3366

Re: Adjusting sample size

Yes running in a program. Working now! Thank you!!!!
by ectrie
Mon Sep 09, 2013 11:18 am
Forum: Programming
Topic: Adjusting sample size
Replies: 4
Views: 3366

Re: Adjusting sample size

Aah yes! Now it works! Thank you very much!!!!!!!!!!
by ectrie
Mon Sep 09, 2013 10:40 am
Forum: Programming
Topic: Adjusting sample size
Replies: 4
Views: 3366

Adjusting sample size

Hello everybody ! I have written a big program in EViews. Now that everything works I want to generalize my program. That means, in stead of manually putting scalars everywhere I want to do it just one time on top of my program. For example: on top of my program I stated: "scalar test = 20"...

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