saving bandwidth using long-run variance estimation

[styx]

Hi,
I would like to save in a loop the automatic bandwidth selection that can be obtained using the lrvar command. The problem is that if I freeze the output I see the estimated bandwidth only in the header. Could you help me?

Thanks a lot.

Kind regards,
Peter

[EViews Glenn]

To be honest, it wasn't something that we anticipated people wanting to do so it's not possible at the moment. I've got an idea on how to make it accessible to users, but it'll need to go through a bit of testing.

[styx]

Dear Glenn,

When do you think it'll be available?

Thanks,
Peter

[EViews Glenn]

Adding something like this mid-release is not something that we normally do so no promises, but we're thinking about it. If it's going to happen it'll be soon.

[styx]

I'd appreciate it very much if it could be solved soon.

Thanks a lot.

[EViews Glenn]

We've added a @title data member for the table object that will return the title string from the table, as in "string f = tab1.@title". You could then manipulate the string to grab the value of the bandwidth. It'll go out in the next patch (I don't know for when that is scheduled, but if it doesn't show up soon, I'll double-check on it).

[styx]

Dear Glenn,

It's very kind of you, thank you very much!

Kind regards,
Peter

[styx]

Dear Glenn,

Unfortunately, this new title function has not yet been available. Can you please let me know when the new patch will be released?

Thanks a lot.
Kind regards,
Peter

[EViews Glenn]

I'll see if we can get one out today.

[edit] Sorry for the delay, but I'm told the patch will go out on Monday. Thanks for your patience.

[styx]

Dear Glenn,

Thank you very much, it works perfectly.

Kind regards,
Peter

[EViews Glenn]

Great. Glad it works for you.