Core variable of transformation

[MOG]

Hi,

Is there a general way to retrieve the core variable of a transformation, say find x in Dlog(x).

Regards
Martin

[EViews Glenn]

I assume you mean if the series is already coded and you don't have the original series? As in, you've received a series Y which has in it DLOG(Y).
If so, you'll just have to use knowledge of the original transformation to undo it.
If not, I'm afraid that I don't understand the question.

[trubador]

As far as I understand, it is about reaching out the name of the variable that is transformed. Suppose the user inputs @dnorm(log(yvar)). Indeed it would very be useful to have a practical way to extract the name of the variable in such cases.

[EViews Glenn]

Interesting, but I'm still not sure I understand...Couple of questions that would help me.

What would you want to get from

dlog(@cnorm(y + x))

and

dlog(@cnorm(x + y))

And in what context would this operation be done? At the time the user inputs the expression? In that case, wouldn't the user know better what they want than us?

[trubador]

In your example, for instance, name of the series "y" and "x" would be the intended output. Suppose that I am trying to write an add-in that will take the input from user in terms of a number of series. And the user is allowed to enter series in a transformed fashion. I may need to pull out the names of the variables and put them into a group and then send it to my subroutine as an argument. And suppose EViews has such a feature called @varfind:

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%list = "@dlog(yvar) @logit(xvar)" %varnames = @varfind(%list) group gr.add {%varnames}

Group gr is expected to include yvar and xvar series. The function handle (@) could be exploited here, but I am not sure if it can be generalized.
Another example would be the equations. In some cases, the problem of pulling out the variable names makes it very difficult (if not impossible) to take equations as user inputs and exploit it when writing add-ins.

[EViews Glenn]

Ah. I wasn't sure if you wanted X or Y in my example. You want both.

We should be able to add a function that would return a string containing all of the names of series referenced in a list or the series referenced in a group. And one that could do the same for an equation. I don't think that database or other references would cause too much trouble. If there are formulae, there might be an issue seeing into the expression, but we'll see.

I think it's a good idea. I'll put it on the list. But is this what the OP wanted?

[trubador]

This is truly what I understand from his post. It seems he is looking for a general way to retrieve untransformed variable without having to reverse the formula each time.

[MOG]

This would be exactly what I'm looking for. As alreday pointed out, it would be very useful when writing add-ins and subroutines.

[EViews Glenn]

The latest patch of EViews 9 offers two new data members:

Code: Select all

series.@depends group.@depends

that return a string containing the names of all of the series in the current workfile page on which the series or group depends. Note that this includes all of the series in expressions in the group as well as series contained in frml objects. Not included are series for page or database links. A bit of a bonus thanks to our forum members.

The documentation for EViews 9 will be updated to reflect these new data members.