copy all objects - resid and c issue

November 20, 2015, 3:37 am

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Hi,

I want to copy all data from a workfile in my current directory to my current wf.
I'm doing :

Code:

copy myWf.wf1::Q\* Q\

I got a pop-up window because EViews is trying to copy "c" and "resid" with exist by default in my current wf.
How can I tell EViews not to copy "c" and "resid" ? (A loop with all variables names is not an option. )
I'd be grateful of any help !

Loulouviews

PS : I'm using EViews 9 Enterprise

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copy all objects - resid and c issue

November 20, 2015, 3:41 am

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I finally did

Code:

copy myWf.wf1::Q\* Q\*_n
delete c_n resid_n
rename *_n *

which works well.

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collecting fitted values/stats for rolling panel regression

November 20, 2015, 5:06 am

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Hi everyone,
I would like some advise in the following. I want to make more than one regressions (in my example 2) a) ls Delta_lspot c(1) c(2)model_ppp , b)ls Delta_lspot c(3) c(4)model_irp
and I want the coefficients to be saved on a single matrix. The coefficients derived from (a): for c(1): to cells a11(first raw first column) to a15(first raw 5th column)
for c(2): to cells a21(second raw first column) to a25(second raw 5th column)
The coefficients derived from (b): for c(3): to cells a31(third raw first column) to a35(third raw 5th column)
for c(4): to cells a41(fourth raw first column) to a45(fourth raw 5th column)
Until now I have done the following:

matrix(4,5) coefmat
!j=0
!j=!j+1
for %i model_ppp model_irp
for !horizon=1 to 5
smpl 1974m01 1978m12+!horizon
equation eq{!horizon}{%i}.ls Delta_lspot c {%i}
colplace(coefmat,eq{!horizon}{%i}.@coefs,!horizon)
next
next

When I run the above I get the message "Matrix size mismatch" Does anyone know how to do this?

Thanks in advance.

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Reshaping Data

November 20, 2015, 5:39 am

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Yes, but we want the EViews file, not the Excel file.

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computing the monthly returns and monthly standard deviation

November 20, 2015, 5:54 am

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If you can figure out mathematically what you want to do, someone can probably help you do it in EViews

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computing the monthly returns and monthly standard deviation

November 20, 2015, 5:56 am

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Okay, tell us what you've done so far.

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collecting fitted values/stats for rolling panel regression

November 20, 2015, 5:57 am

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Probably easier to just assign the elements one at a time.

Code:

Coefmat(1,1) = eq.@coef(1)

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computing the monthly returns and monthly standard deviation

November 20, 2015, 6:04 am

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I think this is also one of the purposes of your assignment. You should figure it out on your own. Below are two useful hints for you:

http://www.eviews.com/help/helpintro.ht ... 01.html%23
http://www.eviews.com/help/helpintro.ht ... 010.8.html

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Event Studies using Eviews

November 20, 2015, 6:28 am

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1) You would have to write an EViews program to automate it for you. The programming forum has plenty of examples.
2) Without knowing the specifics... you can either forecast from the equation to get the fitted values, or compute them manually.

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string and date

November 20, 2015, 6:55 am

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Hi !
I'm struggling to understand how string and date are working in EViews.
For instance, I would like to use @otod to define the first date of sample
I wrote

Code:
smpl @otod(23) %date_end

EViews says that @otod(23) is an illegal date.

Following help, I've tested

Code:
%date=@otod(1)
smpl %date %date+1

EViews says that %date is an illegal date


I've also tried :

Code:

%date=@otod(1)
smpl {%date} {%date}+1

But Eviews says that %date is not a correct string or date.

How to deal with date and string ? When does EViews consider a string to be a valid date ?

Any help would be grateful, many thanks.

Loulouviews

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Fetching Datastream Data Denoted in Various Currencies

November 20, 2015, 7:07 am

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Do you guys have someone I can talk to at Thomson? I just got the following e-mail from DS regarding this...



Erik,
I’m afraid I’ve hit a dead end here. I spoke with our Datastream product guys, and they said that unfortunately, we don’t support EViews functionality. We use to be able to offer some assistance when we had a guy who knew the applications but he retired we aren’t able to assist much I’m afraid. We maintain the technological link between the applications, but not how to use Eviews. I’m not sure why these refused to help you.

Below is a Screenshot I found of Eviews from one of our market pieces. It looks a little different from your screenshot. I’m also attached the Eview Demo from our Extranet page. Maybe it will help you, but I wasn’t able to get any useful help from it.

Michael

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string and date

November 20, 2015, 7:40 am

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Your last syntax is correct, and works:

Code:

create m 1990 2020
%date = @otod(1)
smpl {%date} {%date}+1

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Probit Visualization

November 20, 2015, 8:12 am

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Hello again,

After learning as much as I could about the features of the eviews model/scenario functions from the help file, I'd like to think I know what I'm doing, but I wanna be on the safe side.

I want to create a visual like the following graph:

Probit Estimation.png

One of the charms of this graph is we can get a visual feel for some of the dynamics of the model. For example the value of x when y = .5, aka the point of equal opportunity. In the above graph, this point occurs at roughly: x=.48.

I'm almost positive that eviews model/scenario can do this, and a mixed graph can make it look nice and pretty like the above image. The graph needs the following components:

Y Axis: dependent variable actuals (0's, and 1's)
X Axis: the desired independent variable
CND: cumulative normal distribution S curve for Y as a function of X

I'm not sure how to integrate all these components in eviews. Is a model needed, or can I use something else right after estimation of the equation? I ask because I tried it the model way with many datasets but my visuals do not look "S" shaped at all. Obviously every data set will be different, but I'm suspecting that eviews model may not be the best tool for this kind of graph. Or am I wrong?

Thank you for reading

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EViews AR(1) ARCH Crash

November 20, 2015, 8:16 am

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Updating to the newest version worked, I don't have this problem anymore. Thanks!

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EViews AR(1) ARCH Crash

November 20, 2015, 8:54 am

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Great, sorry for the inconvenience.

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Fetching Datastream Data Denoted in Various Currencies

November 20, 2015, 8:57 am

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I've sent an email to our contact. I will post back as soon as I hear back from him.

I personally would contact Thomson again but ask them how using their website (http://europe.dataworks.thomson.com/dataworks/enterprise/1.0/sample/default.aspx) do you fetch USEXPGDSB in euros.

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Probit Visualization

November 20, 2015, 8:57 am

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Could you post your workfile along with a description of the one you want to examine on the X axis. And where do you wish to evaluate all of the other variables? At their actual values, or at some other point like means?

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Fetching Forecast Data From Datastream

November 20, 2015, 9:06 am

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I'm on a roll....

Fetching IMF data with forecasts is only giving me data through 2015 but there is supposed to be forecast data through 2020. Doesn't work in eviews 8 or 9

Capture.PNG

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Fetching Datastream Data Denoted in Various Currencies

November 20, 2015, 10:19 am

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Will do. Thanks Jason.

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Incorporing new forecasted values to estimations

November 20, 2015, 10:53 am

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Hello, I'm running a regression like this:

equation.ls Y c Y(-1) Y(-2) X X(-1) X(-2) Z Z(-1) Z(-2)

I have projections for X and Z in the future, therefore I can make a forecast. But my intention is to make one-step ahead forecast for Yand incoporate this forecast as if it were real. After that re-estimate my model including this one-step forecast (my sample gets +1 observation) and make a one step forecast again. An so on. The idea is to incorporate each forecast as new real data for future forecasts.

I have something like this, but I would like to make it a loop, so I don't have to manually estimate each time
smpl 2011m01 2015m10
equation m1.ls Y c Y(-1) Y(-2) X X(-1) X(-2) Z Z(-1) Z(-2)
smpl 2015m11 2015m11
forecast(f=actual) Y_F
Y = Y_F

And then I will re-estimate again for, incorporate the data to the original variable, reestimate and forecast for december ,january, and so on...

Any help in how to make this some kind of loop, or a rolling regressión with the fixed start point and moving +1 each time would be of great help

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