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Transformation of dependent variable in equation.

Posted: Mon Oct 17, 2022 6:10 pm
by Ojldtf
Hi Eviews Forum,

I was wondering if there is a command that can return the transformation applied to the dependent variable in an equation or var estimation.

For example, if my equation is estimated and named with the dependent variable transformed by log difference and log respectively:

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equation M1.ls dlog(GDP) c ar(1) equation M2.ls log(GDP) c ma(1)
Is there a command on M1 and M2 which can return the transformation applied to the dependent variable: dlog in this case for M1 and log for M2.

Additionally, would this also work with var estimations? Returning dlog for the model M3 below:

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var M3.ls 1 2 dlog(GDP) log(CPI) d(pop)
Thanks in advance!

Re: Transformation of dependent variable in equation.

Posted: Mon Oct 17, 2022 7:51 pm
by EViews Gareth
There is not, and it is tricky to implement because of cases where the “dependent variable” is a transformation of multiple underlying series.

Re: Transformation of dependent variable in equation.

Posted: Tue Oct 18, 2022 2:07 am
by Ojldtf
Thanks Gareth for your timely response!
That's unfortunate. To move forward I think I will try using some string codes on the equation specification to do the operation I need - won't be too complicated as I don't anticipate having transformations of multiple underlying series as you mentioned. Thanks again!