Recursive estimation

[eviewsforum]

I'm doing a recursive estimation from 2000Q1 until 2010Q4 and extract the figures with the recursice coefficient estimates. The estimation sample should be unchanged; but I only want to plot part of the estimates in the chart. How is this possible by adjusting the chart?

[EViews Gareth]

Possibly, just change the workfile sample to be the observations you want.

[eviewsforum]

The problem is that the recursive estimates graph (rls(c,s) does not update when I change the sample since it is "not linked to data". I want the estimation to be unchanged but intend to show only a small range of the estimates.

If I extract the data from recursive estimates including standard errors in order to plot the graphs manually, then I have the problem that the chart only shows plot since I'm doing an event study (if condition in sample).

By the way, I'm using EViews 7.

[EViews Gareth]

Sorry, I misread your first bit (didn't notice you were using the build in graphs of recursive estimation).

The only way to do it is to manually create the graphs using the saved series, as you tried. I'm not sure what problem you are describing with that, but make sure you check the "connect adjacent" check box on the graph creation screen once you have the saved series.

[eviewsforum]

This would easiliy solve my problem, although I have to do it manually. I didn't notice that there's the possibility to connect the points. Thanks a lot for this advice. Is there a possibility to control the check box by a command?

[EViews Gareth]

There's a "connect" option for graph creation. Something like:

Code: Select all

freeze(mygraph) mygroup.line(connect)