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model - use real values if available

Posted: Sat Dec 24, 2011 3:03 am
by minijim
Hi,
I have a little problem using a deterministic model in EViews5 :
I have equations like the 2 following :

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y1=c(1)*x1+c(2)*X(2) y2=c(3)*y1+C(4)*x(3)
and the series y1 and y2 look like :

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y1 y2 t0 1 1 t1 1 1 t2 1 NA t3 NA NA
So when i do model.solve with these equations on the sample [t2-t3] , i get :

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y1_0 y2_0 t0 1 1 t1 1 1 t2 c(1)*x1+c(2)*X(2) c(3)*[c(1)*x1+c(2)*X(2)]+C(4)*x(3) t3 c(1)*x1+c(2)*X(2) c(3)*[c(1)*x1+c(2)*X(2)]+C(4)*x(3)
whereas as seen as y1(t2) exists, i would like to get

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y1_0 y2_0 t0 1 1 t1 1 1 t2 y1 c(3)*[y1]+C(4)*x(3) t3 c(1)*x1+c(2)*X(2) c(3)*[c(1)*x1+c(2)*X(2)]+C(4)*x(3)
Is it just an option I have to change on my program before solving the model ?
Thanks in advance

Re: model - use real values if available

Posted: Sat Dec 24, 2011 9:37 am
by EViews Gareth
I'm not sure if this is available in EViews 5, (and I don't have a copy handy to check), but in EViews 6 and 7 you can use

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model.exclude(actexist=t) y1
Which will tell EViews to exclude y1 from the solve for all periods for which it has real data.

Re: model - use real values if available

Posted: Sun Dec 25, 2011 4:10 am
by minijim
Thanks a lot Gareth,
This option does not exist in EViews 5 but it gave me the idea to use the following code :

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model.exclude(m) y1("@all if y1<>na")
which seems to work.

Merry Christmas :)