Wavelet Transform

[george_greece]

It would be really helpful to most people to develop an add-in or update and insert the wavelet transform method to eviews,and mostly the MODWT which helps analyze time-series.

[Neira]

It would be really helpful to most people to talk more about the effectiveness of these testosterone boosters and develop an add-in or update and insert the wavelet transform method to eviews,and mostly the MODWT which helps analyze time-series.

Yes George, good idea. Is this possibe?

[EViews Mirza]

We've made an add-in as a series proc that can do just this! :D You can download the add-in here:

http://www.eviews.com/Addins/addins.shtml

[Ahmed shafique]

We've made an add-in as a series proc that can do just this! :D You can download the add-in here:

http://www.eviews.com/Addins/addins.shtml

Respected sir could you please elaboaret how to use it after installation.

[chartwel]

This topic has gone quiet for a while so I want to revive it, mainly because I can't find an answer to it anywhere. I installed the add-in when I had Eviews 9.5 but of course it didn't work with that build. So I went through my uni to get an upgrade to 11, which I did... and now, every time I run wavelets from the proc function for a series, I end up with (after choosing options), "wavelets could not be installed." I've updated it, uninstalled it and reinstalled it, put it in different folders, but nothing - same error message.

Any idea on why this happens? It ONLY happens for this add-in, all others are running fine.

[EViews Steve]

Seems like EViews 10 & 11 both have the same issue with the wavelets add-in. I think it's reporting an incorrect error due to a problem with the wavelets code. I'll see if I can at least fix the issue with the incorrect error message - it may help with figuring out why wavelets isn't working.

[EViews Steve]

Ah, I figured it out. I'm sure the wavelets author would've been able to tell you this him/herself, but the wavelets add-in requires the use of R and it also needs the 'wavelets' R library to be installed in your R environment. When the add-in tries to automatically install the wavelets R package, it's probably running into a security issue so when that package fails to install, the message "wavelets could not be installed" is displayed.

So to fix this, you need to have a version of R installed, you need to point EViews to that R home path, and you'll need to make sure the wavelets R package is installed.

If you already have R installed, make sure EViews is connecting to that version (you can see this by going to Options menu/General Options/External program interface, and seeing where the R Home Path is), then run R from that location and manually install the wavelets package. Once installed, you should be able to run the wavelets add-in proc in EViews.

[chartwel]

Ah, I figured it out. I'm sure the wavelets author would've been able to tell you this him/herself, but the wavelets add-in requires the use of R and it also needs the 'wavelets' R library to be installed in your R environment. When the add-in tries to automatically install the wavelets R package, it's probably running into a security issue so when that package fails to install, the message "wavelets could not be installed" is displayed.

So to fix this, you need to have a version of R installed, you need to point EViews to that R home path, and you'll need to make sure the wavelets R package is installed.

If you already have R installed, make sure EViews is connecting to that version (you can see this by going to Options menu/General Options/External program interface, and seeing where the R Home Path is), then run R from that location and manually install the wavelets package. Once installed, you should be able to run the wavelets add-in proc in EViews.

It worked! I had R installed but not the "wavelets" package, and once I did that and fiddled about with the home path, it worked. Thanks!

[izunna]

Hi
I'm struggling to run the wavelet coherence using eviews 10. I have followed the process suggested by "Eviewa Steve". I have installed the wavelet package from the add-in. Also, I have R installed and I checked the Eviews connections with R by going to Options menu/General Options/External program interface, and seeing where the R Home Path is. Everything appears fine at this point. But, I'm not sure how to run R from this location and install wavelet package manually.

Please, is there anyone with the idea of what I should do to get eviews working?

[EViews Steve]

The wavelets add-in for EViews requires that you have the wavelets package installed in your R environment. Usually the add-in would take care of installing this in your R environment for you when you install the add-in, but it's possible this step failed. So try the following:

In EViews, try running the command:

Code: Select all

XOPEN(r)

to see if EViews can connect to your R installation. Once connected, switch to the textbox under the R console window (see red rectangle in the following image)

library.png (11.36 KiB) Viewed 95055 times

and type in the R command:

Code: Select all

library(wavelets)

to see if the wavelets package is already available in your R environment. If you get an error saying "there is no package", you'll have to install it by running the R command:

Code: Select all

install.packages('wavelets')

Once the wavelets package is installed in your R environment, you should be able to run and use the wavelets add-in in EViews.

If you continue to have problems, please reply back with a detailed description of the error and maybe a screenshot.

Steve

[thuytrang135]

The wavelets add-in for EViews requires that you have the wavelets package installed in your R environment. Usually the add-in would take care of installing this in your R environment for you when you install the add-in, but it's possible this step failed. So try the following:

In EViews, try running the command:

Code: Select all

XOPEN(r)

to see if EViews can connect to your R installation. Once connected, switch to the textbox under the R console window (see red rectangle in the following image)
library.png
and type in the R command:

Code: Select all

library(wavelets)

to see if the wavelets package is already available in your R environment. If you get an error saying "there is no package", you'll have to install it by running the R command:

Code: Select all

install.packages('wavelets')

Once the wavelets package is installed in your R environment, you should be able to run and use the wavelets add-in in EViews.

If you continue to have problems, please reply back with a detailed description of the error and maybe a screenshot.

Steve

Hi, I did what you said and had this error: "RConn instance is no longer available. Close and re-open to continue." after I ran the Library(wavelets) in the R command. I had installed both the Add-In wavelet in Eviews and the "wavelets" package in the R. Can you help?

[EViews Gareth]

Which version of EViews?

[EViews Steve]

The "Rconn instance is no longer available" error means that our interface to your R instance crashed.

I would run the R GUI (from the same directory as you've pointed EViews to use) and then run the library(wavelets) command inside there to see if it provides you a better error message. Once it's working in your R GUI instance, then you should be able to use it from EViews as well.

[EViews Glenn]

In case anyone is coming on this thread now or in the future, note that EViews 12 has built-in wavelet tools.