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generate series with starting values

Posted: Tue Aug 16, 2011 11:14 am
by marcsean
hi,

I want to generate many series with 100 observations. However, the first ten observations should be fixed for each generated series, while the other 90 observations should be taken randomly from another series. How do I fix the first 10 values for each series?

Thank you!

Re: generate series with starting values

Posted: Tue Aug 16, 2011 11:19 am
by EViews Gareth
set the sample to be the first 10 observations, then assign the series.

Code: Select all

smpl @first @first+9 series x = 3

Re: generate series with starting values

Posted: Tue Aug 16, 2011 10:02 pm
by marcsean
Is there any possibilty in EViews to adapt the initial condition for an AR Modell? I have to estimate lots of regressions with the same initial condition.

generate series with starting values

Posted: Tue Aug 16, 2011 10:37 pm
by EViews Gareth
Could you expand on what you mean?