Programming Multiple creation and Multiple estimation

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verredebiere01
Posts: 1
Joined: Tue Jan 05, 2010 9:36 am

Programming Multiple creation and Multiple estimation

Postby verredebiere01 » Tue Jan 05, 2010 10:19 am

Hi, with EViews 6 in this case,

1) I need to transform 883 variables by division in new 883 variables. Each variable, have to be "deflate" and I don't want to make it manually 883 times. I honestly tried but I really don't get how to make it.

2) Once this 883 commerce data will be "deflated", I need to estimate trough an equation this 883 commerce data. I, again, don't want to make it one by one. Each new variables have to be estimated excatly trough the same model, look like "c var1 var2 var3 @trend, dummy1, dummy2".

3) Because I need the results for each of the 883 equation, how could I programm somethings that give the results (of all the 88e estimation) in a table (excel or any table program).

4) I know the possibility to use the command @quarter to created a season estimators, do you know somethings like that but for mounth ? A kind of @mounth ?

Thank you.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13602
Joined: Tue Sep 16, 2008 5:38 pm

Re: Programming Multiple creation and Multiple estimation

Postby EViews Gareth » Tue Jan 05, 2010 10:24 am

Put your 883 variables into a group, then write a for loop that loops through each member of the group. Something like:

Code: Select all

for !i=1 to mygroup.@count %sname = mygroup.@seriesname(!i) %newname = %sname + "_new" series {%newname} = {%sname}/divisor next
where divisor is the thing you want to divide by.

I believe there is an @month function that will specify monthly dummies.

You might want to take a look at the introduction to programming I have at the top of this forum - it goes over storing estimation results and writing a loop through groups.


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