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Hello,

I have had a look at the Monte Carlo examples. I think I will store the simulation results into a matrix.

However I would have liked to learn how to program some kind of recursive algorithm with EViews.

What's a good way to program such a model : Y(t) = a*Y(t-1)+b+nrnd ?

Thanks for you help !
Jimmy

You'll need to seed Y_1 at some value, after that it is relatively simple:

Thank you very much Gareth

"smpl @first @first" and "smpl @first+1 @last" are delimiters

To set the first element to 5, I could also have written
This looks pretty easy indeed

Thanks !

Hello,

When monte carlo program generate a sequence of random numbers,
almost of examples had used a Nornal disitrubution,mean is 0, and variance is 1(using command @rnorm or nrnd).

However, I want to use a nornal disitrubution,mean is 2, and variance is 3.

Does EViews have any commands?

Hi
I'm triyin to generate a random number serie, distribited logistic with mean 85.22 and Standard Deviation 18.44, with 260 observations but I don´t know how to do this. I want to to do a Montecarlo experiment with 10.000 iteration like this but I don't know how to do this. Can you help me, please?

Thks!

The @rlogistic function creates random variables from the logistic distribution.

The @rlogistic function creates random variables from the logistic distribution.

Ok, but, how can i asign a mean of 85.22 and a standard deviation of 18.4?

To generate a series with mean X and scale parameter Y, you would do:

Thank you Gareth!!

To generate a series with mean X and scale parameter Y, you would do:

Code: Select all

series z = x + y*@rlogistic

Actually, not quite. The standard deviation of the logistic isn't 1.0. So the scale doesn't give you the standard deviation.

I didn't say anything about std dev.

A quick bit of Google-fu indicates that to get a mean of m and standard deviation of s, you'd do: