Search found 14 matches

by h0ps
Mon Mar 10, 2014 2:51 am
Forum: Estimation
Topic: Structural break, cointegration
Replies: 0
Views: 1892

Structural break, cointegration

Hi

How do I add a structureal break variable when using cointegratio in eviews? thanks
by h0ps
Fri Mar 07, 2014 12:42 pm
Forum: Models
Topic: Multiple models - solving
Replies: 2
Views: 6024

Re: Multiple models - solving

Thx
by h0ps
Fri Mar 07, 2014 12:42 pm
Forum: Models
Topic: VAR model and forecasting
Replies: 2
Views: 5795

Re: VAR model and forecasting

Thx
by h0ps
Mon Mar 03, 2014 6:05 am
Forum: Models
Topic: Multiple models - solving
Replies: 2
Views: 6024

Multiple models - solving

Hi

I have three VAR models which I would like to solve so to get the fitted values as series. They have these "_0" suffis. Is there a way to change that so that I don't overwrite the other models when solving for a new one?
by h0ps
Mon Mar 03, 2014 5:54 am
Forum: Models
Topic: VAR model and forecasting
Replies: 2
Views: 5795

VAR model and forecasting

Hi

I have made a VAR model and made a model object. How do I make out-of-sample forecast? Any links to any tutorials etc.?
by h0ps
Thu Feb 27, 2014 3:02 am
Forum: Data Manipulation
Topic: Dummy in ADF-test
Replies: 5
Views: 5515

Re: Dummy in ADF-test

How do I add this add-in?
by h0ps
Tue Feb 25, 2014 7:35 am
Forum: Data Manipulation
Topic: Dummy in ADF-test
Replies: 5
Views: 5515

Re: Dummy in ADF-test

Woops - regarding the endogenous test I think I have to look for something lik Zivot Andreas (just what google tells me)
by h0ps
Tue Feb 25, 2014 7:26 am
Forum: Data Manipulation
Topic: Dummy in ADF-test
Replies: 5
Views: 5515

Re: Dummy in ADF-test

(Or maybe if there is some kind of endougenous instead of exogenous test that would be better - I think Perron may have done something but I'm not sure)
by h0ps
Tue Feb 25, 2014 7:24 am
Forum: Data Manipulation
Topic: Dummy in ADF-test
Replies: 5
Views: 5515

Dummy in ADF-test

Hi

I would like to test for a unit root in a time series but I want to add a dummy variable due to possible structural breaks. Is there anyway to perform this in eviews 7.2?

Thx
by h0ps
Wed Feb 19, 2014 1:26 am
Forum: Data Manipulation
Topic: Percentage change over period, annual rate
Replies: 3
Views: 6674

Re: Percentage change over period, annual rate

Hi again

I have found a command .pdf and found that @pca does the trick. Thanks for help anyway
by h0ps
Wed Feb 19, 2014 1:20 am
Forum: Data Manipulation
Topic: Percentage change over period, annual rate
Replies: 3
Views: 6674

Re: Percentage change over period, annual rate

Hi

Thanks - but I'm not interested in the one-year percentage changes. I'm interested in the one-quarter percentage changes annualized.
by h0ps
Tue Feb 18, 2014 7:57 am
Forum: Data Manipulation
Topic: Percentage change over period, annual rate
Replies: 3
Views: 6674

Percentage change over period, annual rate

Hi

Is there any command to find the annualized percentage change over a given period (e.g. % quarter-on-quarter, annual rate). Thx in advance
by h0ps
Tue Feb 11, 2014 8:00 am
Forum: Data Manipulation
Topic: frequency conversion won't work
Replies: 5
Views: 5165

Re: frequency conversion won't work

Hi - I found this tutorial which solved the problem: http://forums.eviews.com/viewtopic.php?f=7&t=3799
by h0ps
Tue Feb 11, 2014 4:57 am
Forum: Data Manipulation
Topic: frequency conversion won't work
Replies: 5
Views: 5165

frequency conversion won't work

Hi I'm pretty new to eviews so I guess is just me who is a newbie. I have a workfile containing two series with different frequencies (monthly and quarterly, respectively). When I made the workfile I chose the frequency to monthly. I would like to convert the quarterly series by "linear: match ...

Go to advanced search