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Programming Multiple creation and Multiple estimation

Posted: Tue Jan 05, 2010 10:19 am
by verredebiere01
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.

Re: Programming Multiple creation and Multiple estimation

Posted: Tue Jan 05, 2010 10:24 am
by EViews Gareth
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.