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Cross section and period Fixed effects view command
Posted: Tue Sep 10, 2013 2:24 am
by Kouvas
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
Re: Cross section and period Fixed effects view command
Posted: Tue Sep 17, 2013 4:12 am
by Dave_the_Forecaster
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
Re: Cross section and period Fixed effects view command
Posted: Tue Sep 17, 2013 12:00 pm
by EViews Glenn
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)
Re: Cross section and period Fixed effects view command
Posted: Tue Oct 08, 2013 9:57 am
by Kouvas
Thank you both!!