Quantcast
Channel: EViews
Viewing all 24139 articles
Browse latest View live
↧

panel data query

November 16, 2015, 5:22 am
$
0
0
Hi!

I have two RE models and the details are as below:

Model 1: 2 main+ 4 controls + Time + industry dummy

Model 2: 2 main+ 4 controls + Time

The only difference between the two models is that the second model has no industry dummy.

Can I compare and analyse the coefficients of the two models, even if the second model has no industry dummy.

Please help me in this regard

Thanks in advance.

↧
Search

On impulse response analysis

November 16, 2015, 5:41 am
$
0
0
Hello comrades! Nice to meet you!

I run a a VECM model with 4 endogenous variables and 3 cointegration equations from 2003 to 2013 in quarterly frequency.
I use Cholesky dof in 10 periods in impulse response analysis.

Here are my questions:

1) At the end of the determined period window (mine is 10) the shocked variables must return to zero or it depends on their actual evolution?

2) Why Cholesky dof is recommended while many papers use generalized impulse responses?

3) Which are the actual restrictions of default VECM model (are only those which concern the intercept?) and how they affect the outcome of the impulse response analysis? Namely, how they affect the presuppositions of the interaction of the variables?

Thank in advance guys for any reliable answer!

↧
↧

Rolling Impulse Response Functions and FEVD Calculation

November 16, 2015, 6:26 am
$
0
0
Hi,
For my study, I need to calculate the forecast error variance decompositions of my variables which I estimate through rolling VAR. Inspired by one of the former posts, I think I managed to get the impulse response functions out of rolling VAR. However, I need the forecast error variance decompositions (FEVD) of these variables whereas what I write merely gives me the graph of the irfs. How can I create what I want?
The codes I have used till now are as follows. I am assuming they are right, but of course they might be wrong.
My VAR estimates stock returns of U.S, Frankfurt and London stock markets simultaneously.
I would be really glad if you could help.

scalar window = 200

for !i = 1 to window
var var.ls 1 2 dus dger dlse
freeze(roliin) var.impulse(12, se=a) dus @dger @dlse
var.makeresids error_dus error_dger error_dlse

↧

POOL / MAKESTATS - no result

November 16, 2015, 6:44 am
$
0
0
' running the following script in eviews 9

' error message: Z_MEAN is not defined in "SHOW Z_MEAN"


wfcreate u 100

series z_a = nrnd
series z_b = nrnd

POOL p a b

p.MAKESTATS z_? @ MEAN

show z_mean

stop

↧

Show Date in Scattergraph

November 16, 2015, 8:04 am
$
0
0
I can't think of a way to do that. :(

↧
↧

POOL / MAKESTATS - no result

November 16, 2015, 8:08 am
$
0
0
Looks like this is broken in 9. We will fix it in the next patch.

↧

Copying matrices with row and column labels

November 16, 2015, 8:24 am
↧

Show Date in Scattergraph

November 16, 2015, 8:27 am
$
0
0
Well, thanks for your answer, Gareth, but in this case, I have to ask another question: how can this be possible? How can I visually describe different obs at different dates with Eviews?

↧
Search

Show Date in Scattergraph

November 16, 2015, 8:37 am
↧
↧

Show Date in Scattergraph

November 16, 2015, 9:16 am
$
0
0
I'm afraid I can't.... but it's like this:
Income in 2014/date of birth
1.000/1960
2.000/1970
3.000/1980
Shouldn't be the hardest task to visualise the axis as a kind of time line, should it?

↧

Show Date in Scattergraph

November 16, 2015, 9:24 am
$
0
0
You just have year of birth? Or do you want full date?

↧

Show Date in Scattergraph

November 16, 2015, 9:31 am
$
0
0
I would be totally satisfied with the year

↧

Rolling Impulse Response Functions and FEVD Calculation

November 16, 2015, 9:38 am
↧
↧

Single-Equation Cointegration Test

November 16, 2015, 9:41 am
$
0
0
While there is always the possibility of discrepancy between the single-equation cointegration tests run with different dependent variables, from the posted output, the tests are in agreement up to size alpha ~ .003, which corresponds to about a 99.7 confidence level.

↧

Estimation of Autocovariances

November 16, 2015, 9:44 am
$
0
0
How do you want these presented?

If you want these for further use, you can always just compute the covariance between Y and Y(-1), Y(-2), etc. and save the results.

If you just want the autocorrelations, EViews has a built-in view of a series (View/Correlogram...) which displays consistent approximations of the autocorrelation values (holding the estimated mean fixed).

So if you let us know how you want to use these, we'll better be able to help.

↧
Search

Show Date in Scattergraph

November 16, 2015, 9:52 am
$
0
0
Assuming your birtdate series is called "birthdate":
Code:

series birthyear = @datepart(birthdate, "YYYY")

Then use the series birthyear rather than the series birthdate in your scatter.

↧

Show Date in Scattergraph

November 16, 2015, 2:54 pm
$
0
0
seems like we´re getting close, thank you for your patience :)

ok, i didn´t mention before, that i´m new to the programm - i´ve spent about 6 hours with it. So where can i type that line in? Sounds ridiculous, but i need step for step advices - sorry.

↧
↧

Show Date in Scattergraph

November 16, 2015, 3:24 pm
↧

Reshaping Data

November 16, 2015, 10:25 pm
$
0
0
Dear Gareth

Sorry that the question was not specific. I would like to reshape the data to be a panel data format. For example:
Bank Country Year Var1 Var2 Var2
HSBC UK 2015 0.2 0.17 0.16
HSBC UK 2014 0.7 0.21 0.19
BARCLAYS US 2015 0.8 0.34 0.41
BARCLAYS US 2014 0.71 0.24 0.51

Hope this will help.

Thanking you in anticipation.

Isaiah

↧

negative shocks to impulse response function

November 17, 2015, 2:13 am
$
0
0
After fiddling around a little I found the following solution to the problem of customising the sign of the impulses.

Having estimated a structural factorization using short-run restrictions, call 
Code:
my_var.impulse(imp = struct).

Save the impulses using
Code:
matrix shock = my_var.@impfact

and reverse the sign of shock 2 and 5 using e.g.
Code:
for !row = 1 to !series_tot
    shock(!row, 2) = shock(!row, 2) * (-1)
    shock(!row, 5) = shock(!row, 5) * (-1)
next

(How do you operate on whole columns in EViews????)

Now you can run 
Code:
 my_var.impulse(fname = shock)

and obtain the IRF graphs with the sign reversed for shock 2 and 5.

↧
Viewing all 24139 articles
Browse latest View live
Search
<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>