Montecarlo Simulation

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econometrics_up
Posts: 5
Joined: Sat May 04, 2013 8:17 pm

Montecarlo Simulation

Postby econometrics_up » Mon May 06, 2013 1:21 pm

Hello,

I'm doing a Montecarlo Simulation, and I have to enter different sample sizes for my wf. The largest sample size is 10,000.
I start my program setting my worfile like this:

wf u 10000

But I have to test samples of this size, n = {100,500,1000, 10000} , so I'm generating series with 10000 values, when I only need 100, 500 or 1000 so I'm getting a lot of zeros in my series for those samples below 10,000

How can I correct this problem? Maybe setting the sample size as an argument of the program? If I repeat the program for the 4 sizes I'll have 4 wf and my program wouldn't be so efficient.

Thanks for the help,

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Montecarlo Simulation

Postby EViews Gareth » Mon May 06, 2013 2:31 pm

I'd create 4 different workfiles of 4 different sizes. That's going to be the most efficient.


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