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November 13, 2015, 7:59 am
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Below is the code I use. When I run the series avg_{%h}_bs_{%i} command below it also tries to do this for the second tab (resulting in an error) where it obviously can't find the _bs_ as they are only on the first page.

wfcreate(wf=semi-annual) s 1990 2017
%mypath = @runpath
cd %mypath

'loads first sheet of Excel file where BS data is

pageload(page="Stoxx600_BS") Stoxx600_dataS.xlsx byrow range="EViews1" @freq s 1990s1
pageload(page="Stoxx600_IS") Stoxx600_dataS.xlsx byrow range="EViews2" @freq s 1990s1

'creates average of all variables by dividing totals by number of observations

for %h Cons_Disc Cons_Stap Energy Fin Health Indust IT Mat Telecom Utilities Tot Tot_xFin Tot_xEn Tot_xFE
for %i cash acctrcv invent netfxda totasst LTdebt totliab retearn toteq totlns llrsrv dmddepo STbrrw

series avg_{%h}_bs_{%i} = {%h}_bs_{%i} /{%h}_bs_obs{%i}

next
next

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November 13, 2015, 8:03 am
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I found this on a previous answer you provided. Does this delete objects with ONLY #N/As.

group g*
for !i=1 to g.@count
%name = g.@seriesname(!i)
if @obs({%name}) = 0 then
d {%name}
endif
next

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regression

November 13, 2015, 8:12 am
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Hi everyone!

I have created a group of independent variables, say x1 x2 x3 up to x150
group xs
for %i x1 x2 x3 'up to 150
xs.add {%i}
next

and I want o regress each one to my dependent variable, say log_spot
So I want to iterate the regression

ls log_spot c x1
ls log_spot c x2
ls log_spot c x3
....
ls log_spot c x150

does anyone have a clue how I can do it, not manually?????Thanks in advance!

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November 13, 2015, 8:29 am
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BK03 wrote:Below is the code I use. When I run the series avg_{%h}_bs_{%i} command below it also tries to do this for the second tab (resulting in an error) where it obviously can't find the _bs_ as they are only on the first page.

wfcreate(wf=semi-annual) s 1990 2017
%mypath = @runpath
cd %mypath

'loads first sheet of Excel file where BS data is

pageload(page="Stoxx600_BS") Stoxx600_dataS.xlsx byrow range="EViews1" @freq s 1990s1
pageload(page="Stoxx600_IS") Stoxx600_dataS.xlsx byrow range="EViews2" @freq s 1990s1

'creates average of all variables by dividing totals by number of observations

for %h Cons_Disc Cons_Stap Energy Fin Health Indust IT Mat Telecom Utilities Tot Tot_xFin Tot_xEn Tot_xFE
for %i cash acctrcv invent netfxda totasst LTdebt totliab retearn toteq totlns llrsrv dmddepo STbrrw

series avg_{%h}_bs_{%i} = {%h}_bs_{%i} /{%h}_bs_obs{%i}

next
next


You've explicitly told EViews to load/create a 2nd page. Everything you do after creating that 2nd page will only apply to that page.

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Transpose

November 13, 2015, 8:30 am
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BK03 wrote:I found this on a previous answer you provided. Does this delete objects with ONLY #N/As.

group g*
for !i=1 to g.@count
%name = g.@seriesname(!i)
if @obs({%name}) = 0 then
d {%name}
endif
next


There's an easy way to find out.

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How to perfectly match dates when importing from Excel

November 13, 2015, 8:41 am
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What would the syntax for that approach look like?

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How to perfectly match dates when importing from Excel

November 13, 2015, 8:59 am
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Silent Installation and Silent Registration

November 13, 2015, 9:17 am
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We've had this question come up a lot so I thought I would put all of our techniques for doing a silent installation and registration of EViews into a single topic.

Performing a silent installation
We currently don't provide an MSI installer, only an EXE. So to perform a silent installation, you'll have to first generate a recorded "script" file by installing EViews onto a target machine once. To generate the script, run our EXE installer with these parameters:

Code:
EViews9Installer.exe -r -f1c:\files\script.iss

The -r parameter puts the installer in record mode and the -f1 parameter specifies where to save the script. By installing EViews this way, every mouse click or text entered by you during the installation will be recorded into the script. At the end of the recording, you'll have a script file you can use to re-run our installer without any user input needed. You can "playback" the script by running the installer with these parameters:

Code:
EViews9Installer.exe -s -f1c:\files\script.iss

The -s parameter tells the installer to run in silent mode.

EViews Licensing Issues with silent installs
Typically, our installers ask for an EViews serial number during installation in order to know how to setup EViews licensing properly on the target machine. This means that this serial number will be "recorded" into the installer script if you are in record mode. This is ideal for those of you that purchased a concurrent or an unlimited lab license because all of your users will share the single serial number (typically registered on a local EViews License server).

However, for standalone license users where each user has a different serial number, doing a silent install requires a few more steps. When EViews runs for the first time after an install, if a standalone license was entered during the installation, EViews will automatically pre-fill this serial number into the Registration dialog that appears. This is done for convenience so that our typical user does not have enter the serial number twice. But if you wish to perform multiple silent installs each with a different serial number, you will want to prevent EViews from remembering the serial number entered during installation. To do this, we provide a special checkbox on the installer dialog that asks for the serial number:

EViews Installer with Record Mode Checkbox with Circle.png

(this checkbox only appears when the installer is running in RECORD mode)

During the recording, make sure this checkbox is NOT checked and proceed with the installation. Now when EViews is run for the first time on the target machine, it will not pre-fill in the serial number on the Registration dialog. This requires the user to manually enter his/her own serial number, which you can provide via an email or however you wish.

Silent EViews Registration for Standalone licenses
To prevent your users from having to register their own serial number upon first run, you could take an extra step and perform the registration for them beforehand. To do this, we provide a way to register a serial number using command line parameters. To silently register a serial number, call the EViews COM executable (ends with ".COM" instead of ".EXE" -- this file is located in the same EViews folder as the EXE) like this:

Code:
EViews9.com /registerlicense "XXXXXXXX - XXXXXXXX - XXXXXXXX" "Name"

(the first parameter is your full EViews serial number with dashes and the second is the name you want this serial number to be registered with.)

Running this on the target machine will register the serial number and "tie" it to that machine. EViews should now fully installed and registered.

Steve
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Seasonal graph

November 13, 2015, 11:00 am
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Graph with different colors

November 13, 2015, 5:20 pm
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Hello:

I need to create a graph where the observed data is one color and the forecasted time periods are another. It has to be a bar or a line graph. I don't seem to find any easy way to do this. Could you please give me some help?

Thanks in advance

LMGZ

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Graph with different colors

November 13, 2015, 5:37 pm
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You'll have to store them in two separate series, then choose different colours for the different series.

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Is AR(1)-ARCH(1) covariance stationary? And why?

November 13, 2015, 6:03 pm
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I'm becoming confused by this. Say I have the following model:

y_t = c + ϕy_{t−1} + ϵ_t, ϵ_t|Ω_{t−1} ~ WN(0,σ^2_t)
σ^2_t = α_0 + α_1 + ϵ^2_{t−1}
|ϕ|<1, α_1<1, α_0≥0, α1>0.

I know that an AR(1) is covariance stationary if |ϕ|<1.
I also know that an ARCH(1) is covariance stationary if α_0>0, α_1>0 and α1<1 .

If those conditions hold does that imply that an AR(1)-ARCH(1) is also covariance stationary?

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log likelihood function ARMA

November 14, 2015, 3:21 am
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To derive the log likelihood function of an MA(1) we condition on ϵ_0.
But when deriving the log-likelihood function function for an AR(1) we don't.
Why not? Is it just because ϵ_0 isn't found in the AR(1) equation?

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Estimation of Autocovariances

November 14, 2015, 4:26 am
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Hi there,

I am an absolute beginner in EViews (no programming experiences for this software so far).
However, I have to estimate the following:

Given a time series x_t, I want to estimate autocovariances (--> vector of autocovariances dependent of lag)
Formula: 1/T sum( (x_t - x*) ( x_t+h - x*) )
where T = sample size, h= lag, x*= arithmetic mean (= 1/T sum(x_t) )

Ex.
lag h, x_t+h, x*,
0, x_t, ? ,
1, x_t+1, ?, --> ? auto covariance(1)
2, x_t+2, ?, --> ? auto covariance(2)
3, x_t+3, ?, --> ? auto covariance(3)
4, x_t+4, ?, --> ? auto covariance(4)
5, x_t+5, ?, --> ? auto covariance(5)

**EDIT: the series is mean stationary, so forget about x*. shall be constant ****

How can I implement a code (or maybe there is a build in function) to obtain values for the question marks ?

Thanks in advance!

Best regards.

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Single-Equation Cointegration Test

November 15, 2015, 8:32 am
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Hello,

I have doubts about interpretation of the Single-Equation Cointegretion Test results. Engle-Granger test gives two types of statistics - tau-statistic and z-statistic. According to p-values there is a discrepancy in both statistics (95% confidence level). Which one gives result of the tested hypothesis that there is no cointegration?

Series: Series A     Series B
Sample (adjusted): 1993 2014        
Included observations: 22 after adjustments    
Null hypothesis: Series are not cointegrated    
Cointegrating equation deterministics: C @TREND @TREND^2
Automatic lags specification based on Schwarz criterion (maxlag=4)
                
                
                
Dependent     tau-statistic     Prob.*    z-statistic     Prob.*
Series A     -3.647562     0.2903    -27.79631     0.0027
Series B     -4.096864     0.1620    -40.57648     0.0000
                
                
*MacKinnon (1996) p-values.        
                
Intermediate Results:        
         Series A    Series B    
Rho - 1     -0.666481    -1.136997    
Rho S.E.     0.182720     0.277529    
Residual variance     1.05E+09     0.018064    
Long-run residual variance     4.56E+09     0.057516    
Number of lags     1     1    
Number of observations     20     20    
Number of stochastic trends**     2     2    
                
                
**Number of stochastic trends in asymptotic distribution
        
                

Thank you for any help

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illegal lag or index specification for coefficient c

November 15, 2015, 5:44 pm
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Hi,

I imported a time series from Excel to Eviews, i took the first difference and when i tried to do an AR(1) model that message appear: illegal lag or index specification for coefficient c

I realized that all values at "c" are equal to zero. Is that a problem right?

What can I do?

I wrote ar1 = employement c ar(1) , where employment is my time serie.

Help me please!!

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illegal lag or index specification for coefficient c

November 15, 2015, 6:41 pm
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That's not the command do a regression. You might want to look at the examples in the manuals, tutorials, or EViews Illustrated.

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R, xopen(type=r)

November 16, 2015, 12:46 am
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Copying matrices with row and column labels

November 16, 2015, 1:26 am
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Hi,

Is there, or will you sometime in the future, add functionality in Eviews so that the matrix row and column labels can be accessed?

along the lines of:
' MX is some labeled matrix
!Index1 = mx.rowlabelindex("GDP")

Regards,
Erik

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Show Date in Scattergraph

November 16, 2015, 4:14 am
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Hey guys,
i want to run a regression between the income and the birthdate of several obs. The regression is working, but the birthdates are shown numeric ("722,000" instead of 1965), although they are shown in the right way in the spreadsheet. Can someone help me displaying it right in the graph?

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