Converting
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drewesparon
- Posts: 23
- Joined: Thu Nov 12, 2015 12:11 pm
Converting
Does anyone know how i can convert this dataset in eviews so that i can run an SUR regression in which the system has nine equations, corresponding to 1969–84, 1985–89, 1990–94, 1995–99, and 2000–2004, 2005-2009. The dependent variables are average growth rates of per capita real GDP. the estimation should look like this
GDPPCG74 = C(9)+C(10)*LNIGDP74+C(11)*OPENNESS74 +C(12)*GKF74 +C(13)*GGFCE74 +C(14)*FRT74 +C(15)*CWC74 +C(16)*CREDITS74
GDPPCG79 = C(17)+C(18)*LNIGDP79+C(19)*OPENNESS79 +C(20)*GKF79 +C(21)*GGFCE79 +C(22)*FRT79 +C(23)*CWC79 +C(24)*CREDITS79
GDPPCG84 = C(25)+C(26)*LNIGDP84+C(27)*OPENNESS84 +C(28)*GKF84 +C(29)*GGFCE84 +C(30)*FRT84 +C(31)*CWC84 +C(32)*CREDITS84
GDPPCG89 = C(33)+C(34)*LNIGDP89+C(35)*OPENNESS89 +C(36)*GKF89 +C(37)*GGFCE89 +C(38)*FRT89 +C(39)*CWC89 +C(40)*CREDITS89
GDPPCG94 = C(41)+C(42)*LNIGDP94+C(43)*OPENNESS94 +C(44)*GKF94 +C(45)*GGFCE94 +C(46)*FRT94 +C(47)*CWC94 +C(48)*CREDITS94
GDPPCG99 = C(49)+C(50)*LNIGDP99+C(51)*OPENNESS99 +C(52)*GKF99 +C(53)*GGFCE99 +C(54)*FRT99 +C(55)*CWC99 +C(56)*CREDITS99
im using eviews version 9.5
GDPPCG74 = C(9)+C(10)*LNIGDP74+C(11)*OPENNESS74 +C(12)*GKF74 +C(13)*GGFCE74 +C(14)*FRT74 +C(15)*CWC74 +C(16)*CREDITS74
GDPPCG79 = C(17)+C(18)*LNIGDP79+C(19)*OPENNESS79 +C(20)*GKF79 +C(21)*GGFCE79 +C(22)*FRT79 +C(23)*CWC79 +C(24)*CREDITS79
GDPPCG84 = C(25)+C(26)*LNIGDP84+C(27)*OPENNESS84 +C(28)*GKF84 +C(29)*GGFCE84 +C(30)*FRT84 +C(31)*CWC84 +C(32)*CREDITS84
GDPPCG89 = C(33)+C(34)*LNIGDP89+C(35)*OPENNESS89 +C(36)*GKF89 +C(37)*GGFCE89 +C(38)*FRT89 +C(39)*CWC89 +C(40)*CREDITS89
GDPPCG94 = C(41)+C(42)*LNIGDP94+C(43)*OPENNESS94 +C(44)*GKF94 +C(45)*GGFCE94 +C(46)*FRT94 +C(47)*CWC94 +C(48)*CREDITS94
GDPPCG99 = C(49)+C(50)*LNIGDP99+C(51)*OPENNESS99 +C(52)*GKF99 +C(53)*GGFCE99 +C(54)*FRT99 +C(55)*CWC99 +C(56)*CREDITS99
im using eviews version 9.5
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- SUR.xlsx
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drewesparon
- Posts: 23
- Joined: Thu Nov 12, 2015 12:11 pm
Re: Converting
Will someone please help me! Im really stuck on this..
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Converting
You asked a question on a weekend...
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drewesparon
- Posts: 23
- Joined: Thu Nov 12, 2015 12:11 pm
Re: Converting
thanks, sorry for that. I really need some help though
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Converting
Drop-and-drag the Excel file onto EViews, and walk through the dialog to tell EViews that you have a dated panel. Then setup a System and estimate by SUR. You can use the smpl command to control which observations are used for a particular estimate.
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drewesparon
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Re: Converting
i tried that and this is what im getting.. in the attatchment
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- Capture.PNG (39.18 KiB) Viewed 9848 times
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Converting
Look at the picture you posted. It says the cross section identifier is year country. You want year to be the date identifier.
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drewesparon
- Posts: 23
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Re: Converting
Thank you for your reply but as i mentioned i want to run an SUR regression in which the system has nine equations, corresponding to 1969–84, 1985–89, 1990–94, 1995–99, and 2000–2004, 2005-2009. The dependent variables are average growth rates of per capita real GDP. The way the data is structured in the way you mentioned I will not be able to specify the model in
GDPPCG69 = C(1)+C(2)*LNIGDP74+C(3)*OPENNESS74 +C(4)*GKF74 +C(5)*GGFCE74 +C(6)*FRT74 +C(7)*CWC74 +C(8)*CREDITS74
GDPPCG74 = C(9)+C(10)*LNIGDP74+C(11)*OPENNESS74 +C(12)*GKF74 +C(13)*GGFCE74 +C(14)*FRT74 +C(15)*CWC74 +C(16)*CREDITS74
GDPPCG79 = C(17)+C(18)*LNIGDP79+C(19)*OPENNESS79 +C(20)*GKF79 +C(21)*GGFCE79 +C(22)*FRT79 +C(23)*CWC79 +C(24)*CREDITS79
GDPPCG84 = C(25)+C(26)*LNIGDP84+C(27)*OPENNESS84 +C(28)*GKF84 +C(29)*GGFCE84 +C(30)*FRT84 +C(31)*CWC84 +C(32)*CREDITS84
GDPPCG89 = C(33)+C(34)*LNIGDP89+C(35)*OPENNESS89 +C(36)*GKF89 +C(37)*GGFCE89 +C(38)*FRT89 +C(39)*CWC89 +C(40)*CREDITS89
GDPPCG94 = C(41)+C(42)*LNIGDP94+C(43)*OPENNESS94 +C(44)*GKF94 +C(45)*GGFCE94 +C(46)*FRT94 +C(47)*CWC94 +C(48)*CREDITS94
GDPPCG99 = C(49)+C(50)*LNIGDP99+C(51)*OPENNESS99 +C(52)*GKF99 +C(53)*GGFCE99 +C(54)*FRT99 +C(55)*CWC99 +C(56)*CREDITS99
GDPPCG04 = C(57)+C(58)*LNIGDP04+C(59)*OPENNESS04 +C(60)*GKF04 +C(61)*GGFCE04 +C(62)*FRT04 +C(63)*CWC04 +C(64)*CREDITS04
GDPPCG09 = C(65)+C(66)*LNIGDP09+C(67)*OPENNESS09 +C(68)*GKF09 +C(69)*GGFCE09 +C(70)*FRT09 +C(71)*CWC09 +C(72)*CREDITS09
I need to specify the model in a way the GDPPCG is the dependent variable in each equation. I hope it is clear what im trying to ask. thanks
GDPPCG69 = C(1)+C(2)*LNIGDP74+C(3)*OPENNESS74 +C(4)*GKF74 +C(5)*GGFCE74 +C(6)*FRT74 +C(7)*CWC74 +C(8)*CREDITS74
GDPPCG74 = C(9)+C(10)*LNIGDP74+C(11)*OPENNESS74 +C(12)*GKF74 +C(13)*GGFCE74 +C(14)*FRT74 +C(15)*CWC74 +C(16)*CREDITS74
GDPPCG79 = C(17)+C(18)*LNIGDP79+C(19)*OPENNESS79 +C(20)*GKF79 +C(21)*GGFCE79 +C(22)*FRT79 +C(23)*CWC79 +C(24)*CREDITS79
GDPPCG84 = C(25)+C(26)*LNIGDP84+C(27)*OPENNESS84 +C(28)*GKF84 +C(29)*GGFCE84 +C(30)*FRT84 +C(31)*CWC84 +C(32)*CREDITS84
GDPPCG89 = C(33)+C(34)*LNIGDP89+C(35)*OPENNESS89 +C(36)*GKF89 +C(37)*GGFCE89 +C(38)*FRT89 +C(39)*CWC89 +C(40)*CREDITS89
GDPPCG94 = C(41)+C(42)*LNIGDP94+C(43)*OPENNESS94 +C(44)*GKF94 +C(45)*GGFCE94 +C(46)*FRT94 +C(47)*CWC94 +C(48)*CREDITS94
GDPPCG99 = C(49)+C(50)*LNIGDP99+C(51)*OPENNESS99 +C(52)*GKF99 +C(53)*GGFCE99 +C(54)*FRT99 +C(55)*CWC99 +C(56)*CREDITS99
GDPPCG04 = C(57)+C(58)*LNIGDP04+C(59)*OPENNESS04 +C(60)*GKF04 +C(61)*GGFCE04 +C(62)*FRT04 +C(63)*CWC04 +C(64)*CREDITS04
GDPPCG09 = C(65)+C(66)*LNIGDP09+C(67)*OPENNESS09 +C(68)*GKF09 +C(69)*GGFCE09 +C(70)*FRT09 +C(71)*CWC09 +C(72)*CREDITS09
I need to specify the model in a way the GDPPCG is the dependent variable in each equation. I hope it is clear what im trying to ask. thanks
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startz
- Non-normality and collinearity are NOT problems!
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Re: Converting
It's not really clear. SUR requires that the errors in the equations are correlated between observations in the different equations. How does that work if one equation is for GDPPCG69 and another is for GDPPCG74 ?
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Converting
There's also the issue of more observations in some equations than others?
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drewesparon
- Posts: 23
- Joined: Thu Nov 12, 2015 12:11 pm
Re: Converting
The GDPPCG69 is the GDP per capita growth for all 44 countries in the first equation
The GDPPCG74 is the GDP per capita growth for all 44 countries in the second equation.. so on an so forth.. So each equation should have 44 observation. I thought that SUR requires different dependent variables in each equation.
The GDPPCG74 is the GDP per capita growth for all 44 countries in the second equation.. so on an so forth.. So each equation should have 44 observation. I thought that SUR requires different dependent variables in each equation.
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Converting
That should work. I believe what you want is a workfile with the 9 variables (plus others) and a total of 44 observations. That may take a bit of work, but I suspect what you need to do is to create the time averaged variables in the workfile you have. Then copy them to a new page which will have only 44 observations per variable.
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drewesparon
- Posts: 23
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Re: Converting
Ok thanks but im not sure how to go about doing that :(
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drewesparon
- Posts: 23
- Joined: Thu Nov 12, 2015 12:11 pm
Re: Converting
Is it possible to help me create this?
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