Cross section and period Fixed effects view command

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Kouvas
Posts: 34
Joined: Sat Aug 31, 2013 3:28 am

Cross section and period Fixed effects view command

Postby Kouvas » Tue Sep 10, 2013 2:24 am

Hello Is there any command that prints the cross section and/or period fixed effects in eviews? I am trying to save them into a separate matrix but I also need the crossid of each one of the effects. Since the @effects command does not provide it is there any other way to do it (using a view command along with the freeze command for example)? Thanks in advance.

Best

Koubas

Dave_the_Forecaster
Posts: 16
Joined: Fri Aug 16, 2013 1:52 am

Re: Cross section and period Fixed effects view command

Postby Dave_the_Forecaster » Tue Sep 17, 2013 4:12 am

I have had to do this occasionally. Could be made so much simpler if only we were able to freeze the equation view.

Anyway, try this (just change %eq and %cx_id):

Code: Select all

%eq="equation01" 'equation name %cx_id="region" 'cross-section identifier series smpl @all series cxid=@crossid %eq_smpl={%eq}.@smpl !ncross={%eq}.@ncross smpl %eq_smpl freeze(mode=overwrite, mytab) cxid.statby open_qtr %cell_1_1 = mytab(1,1) while @eqna(%cell_1_1, @upper(%cx_id) )=0 mytab.deleterow(1) 1 %cell_1_1 = mytab(1,1) wend mytab.deleterow(1) 1 !ncross = live_model.@ncross matrix(!ncross, 2) effects for !i=1 to !ncross effects(!i, 1) = @val(mytab(!i, 2)) effects(!i, 2) = live_model.@effects(!i) next smpl @all delete mytab cxid

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Cross section and period Fixed effects view command

Postby EViews Glenn » Tue Sep 17, 2013 12:00 pm

For some reason we don't have the effects view documented in the manual. Our apologies. I'll see that it gets put in...

Try

Code: Select all

freeze(mycx) eq1.effects freeze(mytime) eq1.effects(period)

Kouvas
Posts: 34
Joined: Sat Aug 31, 2013 3:28 am

Re: Cross section and period Fixed effects view command

Postby Kouvas » Tue Oct 08, 2013 9:57 am

Thank you both!!


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