monte carlo program

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

proccus
Posts: 1
Joined: Wed Jun 26, 2013 7:00 am

monte carlo program

Postby proccus » Wed Nov 06, 2013 6:15 am

Hi guys, I need a monte carlo program to run a regression:

y(t)=x+e(t)

where x are random numbers from a normal distribution of a given mean and standard deviation (i.e. 0 and 16), and t is the number of months. So i should run the regression t times for every i (with i=1,2,...,n), save mean and standard deviation of yi, and then re-run the model n times.
Then I need to store the "simulated" means and standand deviations of yi.
Sorry I have never used monte carlo simulations, I hope I have explained myself well :)

Thanks

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests