Dynamic equation
Posted: Tue Aug 03, 2010 9:02 am
Hello everybody,
I am using E-view 7.0. My problem:
I have to define several equations, where variables for these equations depend on input from a "INPUT_MATRIX" and a "REFERENCE_MATRIX". The "INPUT_MATRIX" comprises of 1 and 0, indicating which variables from the "REFERENCE_MATRIX" shall be applied.
For example:
Matrix(1,4) INPUT_MATRIX.fill 1,1,0,1
Matrix(1,4) REFERENCE_MATRIX.fill C,AR(1),AR(2),X
combining INPUT_MATRIX and REFERENCE_MATRIX results into the independent variables of a equation which are:
1*C=C
1*AR(1)=AR(1)
0*AR(2)=-
1*X=X
I tried to define equations based on:
dependent_variable=C(1)*1+C(2)*1*AR(1)+C(3)*0*AR(2)+C(4)*1*X
in order to derive the equation
dependent_variable=C(1)+C(2)*AR(1)+C(4)*X
but it does not work.
Does anybody has an idea how to solve that problem in Eviews?
Thank you very much for your support.
Best regards,
Chris
I am using E-view 7.0. My problem:
I have to define several equations, where variables for these equations depend on input from a "INPUT_MATRIX" and a "REFERENCE_MATRIX". The "INPUT_MATRIX" comprises of 1 and 0, indicating which variables from the "REFERENCE_MATRIX" shall be applied.
For example:
Matrix(1,4) INPUT_MATRIX.fill 1,1,0,1
Matrix(1,4) REFERENCE_MATRIX.fill C,AR(1),AR(2),X
combining INPUT_MATRIX and REFERENCE_MATRIX results into the independent variables of a equation which are:
1*C=C
1*AR(1)=AR(1)
0*AR(2)=-
1*X=X
I tried to define equations based on:
dependent_variable=C(1)*1+C(2)*1*AR(1)+C(3)*0*AR(2)+C(4)*1*X
in order to derive the equation
dependent_variable=C(1)+C(2)*AR(1)+C(4)*X
but it does not work.
Does anybody has an idea how to solve that problem in Eviews?
Thank you very much for your support.
Best regards,
Chris