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ACF AND PACF VALUES
Posted: Sun Oct 02, 2011 4:06 pm
by luisafhc
HI!
I Need some help...
I Have 10 correlogram simulations, everyone with 5 lags. I would like to freeze ACF and PACF values in a table.
Can i do that?
Thanks.
:D
Re: ACF AND PACF VALUES
Posted: Sun Oct 02, 2011 4:21 pm
by startz
Press the freeze button
If that gives more than you want, copy and paste what you need.
Re: ACF AND PACF VALUES
Posted: Sun Oct 02, 2011 5:27 pm
by luisafhc
Jeje
Hi startz!
I Can Copy and paste the values 10 times, but i wonder if this is necessary.
There's no program to do that?
Thanks.
Re: ACF AND PACF VALUES
Posted: Sun Oct 02, 2011 5:38 pm
by EViews Gareth
Once you have a frozen table, you can extract the values you want.
Re: ACF AND PACF VALUES
Posted: Sun Oct 02, 2011 5:42 pm
by startz
You could write a program, freeze the correl views, and then write code that copied the relevant cells into into another table. I suspect that's more work than warranted for only 10 series.
If there was an "acf" data member for a series then it could be done faster. But I don't think there is.
Re: ACF AND PACF VALUES
Posted: Mon Oct 03, 2011 9:53 am
by luisafhc
I Appreciated so much all the replies of my post.
I don't know a lot of EViews programming, but startz says that I can copy the relevant cells into into another table.
How Can Do That?
I Have a program but i would like to attach ACF and PACF Values into a group called datos
PROGRAM :D
_______________________________________________________________________________________________________________________
workfile ARMA U 1 4000
series yt=0
for !i=1 to 10
series er=nrnd
smpl @first+2 @last
series yt=0.3 -0.8*yt(-1)+0.75*er(-1)+er
equation ARMA.ls yt c AR(1) MA(1)
freeze yt(!i).correl(5)
vector (10) media
vector (10) varianza
media(!i)=@mean(yt)
varianza(!i)=@var(yt)
mtos(media,means)
mtos(varianza, variance)
group datos means variance
show datos
next
_______________________________________________________________________________________________________________________
THANKS.
Re: ACF AND PACF VALUES
Posted: Mon Oct 03, 2011 9:59 am
by EViews Gareth
Code: Select all
table mytable
freeze(mycorrel) yt(!i).correl(5)
mytable(1,1) = mycorrel(7,4)
or something along those lines.
Re: ACF AND PACF VALUES
Posted: Thu Oct 06, 2011 12:03 pm
by luisafhc
Thanx a Lot...
Without your help... This code will be a disaster!
