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kernel filtering

Posted: Wed Jul 07, 2010 8:05 am
by jrh
I've fitted some data using Kernel Fitting (groupname.scat kernfit), but how do I generate a series with the fitted data? This is eviews 6. thanks. jonathan

Re: kernel filtering

Posted: Wed Jul 07, 2010 8:16 am
by EViews Gareth
groupname.distdata kernfit

Make sure your copy of EViews 6 is up to date.

Re: kernel filtering

Posted: Wed Jul 07, 2010 8:25 am
by jrh
Thanks, but this doesn't work. how can I check to make sure that my version is up to date - it is the Jun 4 2007 build.

Re: kernel filtering

Posted: Wed Jul 07, 2010 8:26 am
by EViews Gareth

Re: kernel filtering

Posted: Wed Jul 07, 2010 8:40 am
by jrh
super. works now. Any way to get it to output the residuals of the series (after removing the fitted series) instead? or alternatively, outputing the fitted series at all values of x and not just the nodes.

Re: kernel filtering

Posted: Wed Jul 07, 2010 8:52 am
by EViews Gareth
I don't believe so.

Re: kernel filtering

Posted: Wed Jul 07, 2010 10:18 am
by jrh
Ok thanks for all your help.