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add coefs of lags up
Posted: Thu Nov 05, 2015 9:20 am
by YK_Econ
Hi,
I have 12 regressions with 3 different dependent variables, where the independent variables change. So it is a 3x4 system. For example, I want to obtain for regression i1 the following: scalar1= 1st coef. then scalar2 = scalar1 + 2 coef; scalar3 = scalar2 + 3rd coef and so on.
this is how far i got. i think it is just a minor mistake in there. Would be nice if anybody could help me.
Code: Select all
matrix (70,70) lags_spec
for %dpv c i y 'for dep var eq
for !eqnr= 1 to 4 'for equation number
for !h= 1 to 8 'for the lag
scalar effect_{%dpv}{!eqnr}{!h} = 0
effect_{%dpv}{!eqnr}{!h} = effect_{%dpv}{!eqnr}{(!h-1)} + {%dpv}{!eqnr}.@coef(!h) 'i think i doesn't want to have the -1 in effect_{%dpv}{!eqnr}{!h-1}
lags_spec({((!eqnr)+(!h))},1) = effect_c{!eqnr}{!h} 'this is the matrix where i would like to put the results into
next
next
next
the thing with the matrix must also work differently. I would like to get all my results into a matrix.
Thanks
Best
YK
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 9:24 am
by EViews Gareth
Hard to spot anything wrong.
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 9:30 am
by YK_Econ
eviews says:
EFFECT_c11 is not defined or is an illegal command in
"EFFECT_{%DPV}{!EQNR}{!H} = EFFECT_{%DPV}{!EQNR}{(!H
-1)} + {%DPV}{!EQNR}.@COEF(!H)".
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 9:37 am
by EViews Gareth
Does it exist?
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 9:42 am
by YK_Econ
if you mean effect_c11then yes, and it must exist because of
Code: Select all
for %dpv c i y 'for dep var eq
for !eqnr= 1 to 4 'for equation number
for !h= 1 to 8 'for the lag
scalar effect_{%dpv}{!eqnr}{!h} = 0
next
next
next
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 9:49 am
by EViews Gareth
But you're using h-1 not h
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 10:05 am
by YK_Econ
oh yes! this is true! is there any way how i can come around this problem, considering what i want to obtain in the end? as far as i think, the only problem is the first result (where it doesnt have to add up anything).
it is the following: scalar1 = coef1, scalar2= scalar1 + coef2 and so on.
i think this is quite tricky
thanks
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 10:10 am
by EViews Gareth
Perhaps start at 2 inside the loop and calculate the first one outside the loop.
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 11:00 am
by YK_Econ
hmmmm tried this, but got same error (EFFECT_c12 is not defined or is an illegal command in
"EFFECT_{%DPV}{!EQNR}{!H} = EFFECT_{%DPV}{!EQNR}{(!H
-1)} + {%DPV}{!EQNR}.@COEF(!H)".)
Code: Select all
matrix (70,70) lags_spec
scalar effect_c11 = c1.@coef(1)
for %dpv c i y 'for dep var eq
for !eqnr= 1 to 4 'for equation number
for !h= 2 to 8 'for the lag
scalar effect_{%dpv}{!eqnr}{!h} = 0
effect_{%dpv}{!eqnr}{!h} = effect_{%dpv}{!eqnr}{(!h-1)} + {%dpv}{!eqnr}.@coef(!h)
lags_spec({((!eqnr)+(!h))},1) = effect_c{!eqnr}{!h}
next
next
next
Re: add coefs of lags up
Posted: Thu Nov 05, 2015 11:46 am
by EViews Gareth
You've gone too far out the loop. I think you probably want something like:
Code: Select all
matrix (70,70) lags_spec
for %dpv c i y 'for dep var eq
for !eqnr= 1 to 4 'for equation number
scalar effect_{%dpv}{!eqnr}1 = {%dpv}{!eqnr}.@coef(1)
for !h= 2 to 8 'for the lag
scalar effect_{%dpv}{!eqnr}{!h} = 0
effect_{%dpv}{!eqnr}{!h} = effect_{%dpv}{!eqnr}{(!h-1)} + {%dpv}{!eqnr}.@coef(!h)
lags_spec({((!eqnr)+(!h))},1) = effect_c{!eqnr}{!h}
next
next
next
Re: add coefs of lags up
Posted: Mon Nov 09, 2015 4:16 am
by YK_Econ
it still doesnt work. it is again: "EFFECT_c12 is not defined or is an illegal command in
"EFFECT_{%DPV}{!EQNR}{!H} = EFFECT_{%DPV}{!EQNR}{(!H
-1)} + {%DPV}{!EQNR}.@COEF(!H)"
hmm.. i really need to make this guy work. any other suggestions?
thanks
best
YK
Re: add coefs of lags up
Posted: Mon Nov 09, 2015 10:40 am
by YK_Econ
this one worked finally!
Code: Select all
'calculate the sum of the WS-coefs continuisly
for %dpv c i y 'for dep var eq
for !eqnr= 1 to 4 'for equation number
for !h=1 to 8
scalar effect_{%dpv}{!eqnr}{!h} = {%dpv}{!eqnr}.@coef(!h)
next
next
next
for %dpv c i y 'for dep var eq
for !eqnr= 1 to 4 'for equation number
for !h=2 to 8
!hm1 = !h-1
scalar effect_{%dpv}{!eqnr}{!h} = effect_{%dpv}{!eqnr}{!hm1} + {%dpv}{!eqnr}.@coef(!h)
next
next
next
cheers for that!
best
YK