ACF AND PACF VALUES

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luisafhc
Posts: 6
Joined: Sun May 15, 2011 1:33 pm

ACF AND PACF VALUES

Postby luisafhc » Sun Oct 02, 2011 4:06 pm

HI!
I Need some help...

I Have 10 correlogram simulations, everyone with 5 lags. I would like to freeze ACF and PACF values in a table.
Can i do that?

Thanks.

:D

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: ACF AND PACF VALUES

Postby startz » Sun Oct 02, 2011 4:21 pm

Press the freeze button :wink:

If that gives more than you want, copy and paste what you need.

luisafhc
Posts: 6
Joined: Sun May 15, 2011 1:33 pm

Re: ACF AND PACF VALUES

Postby luisafhc » Sun Oct 02, 2011 5:27 pm

Jeje
Hi startz!

I Can Copy and paste the values 10 times, but i wonder if this is necessary.
There's no program to do that?

Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: ACF AND PACF VALUES

Postby EViews Gareth » Sun Oct 02, 2011 5:38 pm

Once you have a frozen table, you can extract the values you want.

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: ACF AND PACF VALUES

Postby startz » Sun Oct 02, 2011 5:42 pm

You could write a program, freeze the correl views, and then write code that copied the relevant cells into into another table. I suspect that's more work than warranted for only 10 series.

If there was an "acf" data member for a series then it could be done faster. But I don't think there is.

luisafhc
Posts: 6
Joined: Sun May 15, 2011 1:33 pm

Re: ACF AND PACF VALUES

Postby luisafhc » Mon Oct 03, 2011 9:53 am

I Appreciated so much all the replies of my post.

I don't know a lot of EViews programming, but startz says that I can copy the relevant cells into into another table.
How Can Do That?

I Have a program but i would like to attach ACF and PACF Values into a group called datos

PROGRAM :D
_______________________________________________________________________________________________________________________
workfile ARMA U 1 4000
series yt=0
for !i=1 to 10
series er=nrnd
smpl @first+2 @last
series yt=0.3 -0.8*yt(-1)+0.75*er(-1)+er
equation ARMA.ls yt c AR(1) MA(1)
freeze yt(!i).correl(5)
vector (10) media
vector (10) varianza
media(!i)=@mean(yt)
varianza(!i)=@var(yt)
mtos(media,means)
mtos(varianza, variance)
group datos means variance
show datos
next
_______________________________________________________________________________________________________________________
THANKS.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: ACF AND PACF VALUES

Postby EViews Gareth » Mon Oct 03, 2011 9:59 am

Code: Select all

table mytable freeze(mycorrel) yt(!i).correl(5) mytable(1,1) = mycorrel(7,4)
or something along those lines.

luisafhc
Posts: 6
Joined: Sun May 15, 2011 1:33 pm

Re: ACF AND PACF VALUES

Postby luisafhc » Thu Oct 06, 2011 12:03 pm

Thanx a Lot...

Without your help... This code will be a disaster!


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