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Extending Sample Size
Posted: Wed Dec 15, 2010 5:02 pm
by george m
How does one extend sample size (i.e. past the last observation originally defined) using a command?
thanks,
Extending Sample Size
Posted: Wed Dec 15, 2010 5:07 pm
by EViews Gareth
Look up the pagestruct command.
Re: Extending Sample Size
Posted: Wed Dec 15, 2010 5:42 pm
by george m
great, thanks!!
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 4:16 pm
by yxr
Greetings!
In my programming, I want to increase the size of arrays in my work file to 10000 from the original 2715 observations. But Eviews 7 does not support "expand" meanwhile the examples of pagestruct in the user's manual does not explain explicitly enough to me.
I just want to know how to use pagestruct to do so explictly.
Thanks a lot
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 4:21 pm
by startz
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 4:45 pm
by yxr
the code I find is as follows:
Code: Select all
load "c:\users\yang\documents\shanghai composite index.wf1"
rndseed 12345
!nreps=10000
series rt
series u
series h
series min
series max
series l1
series s1
scalar mcrrl
scalar mcrrs
rt=log(sh/sh(-1))
equation eq1.arch(m=100,) rt c
eq1.makegarch h
pagestruct(start=1,end=10000)
series hsq=h^0.5
series resi=rt-@coefs(1)
series sres=resi/hsq
eq1.forecast rtf yse hf
'bootstrap loop
for !z=1 to !nreps
smpl 3 2715
group g1 sres
g1.resample
smpl 2716 2725
rt=@coefs(1)+@sqrt(hf(-2715))*sres_b(-10)
sh=sh(-1)*exp(rt)
min(!z)=@min(sh)
max(!z)=@max(sh)
next
smpl 1 10000
l1=log(min/1138.73)
mcrrl=1-(exp(-1.645*@stdev(l1))+@mean(l1)))
s1=log(max/1138.73)
mcrrs=(exp((1.645*@stdev(s1))+@mean(s1)))-1
It warns that "Incomplete WFSTRUCT" specification in "PAGESTRUCT (start=1, end=10000)"
I am total lost in it.
Thanks a lot for your advice.
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 4:50 pm
by yxr
I did not leave space in the syntax mentioned above: pagestruct (start=1, end=10000)
but after I leave space between pagestruct and the bracket, it warns that start=1 is not defined in "pagestruct (start=1, end=10000)
I feel hopeless now
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 5:31 pm
by startz
What version of EViews are you using? And is it uptodate?
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 5:38 pm
by yxr
the version is 7.2
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 5:46 pm
by yxr
I attached the data and programming code here. Thank you very much, Eviews expert.
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 5:48 pm
by startz
I suspect the problem is that your pagestruct isn't compatible with your workfile structure. But I'm not sure.
Try this. Take out the load statement and the pagestruct. Load the workfile in manually and use Proc/Structure Resize to extend it manually. Then run the rest of the program.
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 6:03 pm
by yxr
Yes, it works.
But after 5 minutes, it says that:
syntax error:
Code: Select all
mcrrl=1-(exp(-1.645*@stdev(l1))+@mean(l1)))
where is the mistake?
Thanks a lot.
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 6:05 pm
by startz
Your parentheses are unbalanced.
Re: Extending Sample Size
Posted: Sun Aug 28, 2011 6:15 pm
by yxr
How foolish I am!
Thank you very very much,Startz. You are so wonderful!Pay Homage to you!