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GMM error code
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Reshaping Data
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Breusch-Pagan LM Test for Random Effects
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Referring to Coefficients in Formula
These are the coefficients, etc. from my regression which is stored in a formula called eq_w5000:
Variable Coefficient Std. Error t-Statistic Prob.
WLCG_CHG 0.423255 0.006219 68.05481 0.0000
WLCV_CHG 0.419821 0.005770 72.76378 0.0000
WMCG_CHG -0.006387 0.009334 -0.684326 0.4944
WMCV_CHG 0.033822 0.009755 3.467210 0.0006
WSCG_CHG 0.097678 0.009038 10.80758 0.0000
WSCV_CHG 0.024521 0.009670 2.535750 0.0118
C -6.03E-05 3.21E-05 -1.879565 0.0613
This is a formula I use which references the coefficients...
w5000_exsmall = eq_w5000.c(1) * wlcg_chg + eq_w5000.c(2) * wlcv_chg + eq_w5000.c(7)
Instead of referring to the coefficients by a number (ie. ".c(1)") is there a way to refer to them by name (ie. c.(WLCG_CHG))? I can't seem to get that to work... I'm afraid I might get numbers mixed up as things get more complicated.
Thanks!
Variable Coefficient Std. Error t-Statistic Prob.
WLCG_CHG 0.423255 0.006219 68.05481 0.0000
WLCV_CHG 0.419821 0.005770 72.76378 0.0000
WMCG_CHG -0.006387 0.009334 -0.684326 0.4944
WMCV_CHG 0.033822 0.009755 3.467210 0.0006
WSCG_CHG 0.097678 0.009038 10.80758 0.0000
WSCV_CHG 0.024521 0.009670 2.535750 0.0118
C -6.03E-05 3.21E-05 -1.879565 0.0613
This is a formula I use which references the coefficients...
w5000_exsmall = eq_w5000.c(1) * wlcg_chg + eq_w5000.c(2) * wlcv_chg + eq_w5000.c(7)
Instead of referring to the coefficients by a number (ie. ".c(1)") is there a way to refer to them by name (ie. c.(WLCG_CHG))? I can't seem to get that to work... I'm afraid I might get numbers mixed up as things get more complicated.
Thanks!
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Cheap Kitchen North East Lincolnshire Uk
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Referring to Coefficients in Formula
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Serial correlation in EGARCH Model
Hello,
I am running an EGARCH (1,1) model on Eviews 8 and I´ve serious issues with serial correlation in the mean equation.
I have two questions:
1. The p-values of the Correlogram are not valid. Is it an ordinary problem in Eviews-ARCH Models or is something special with my estimation or my data?
Because this warning occurs every time I am checking the residuals of an ARCH/GARCH/EGARCH Models.
2. I have tried to remove the serial correlation with lagged endogenous variables and with AR and MA terms, but still every mean equation is serial correlated. Any further advice?
Thanks for your help!
I am running an EGARCH (1,1) model on Eviews 8 and I´ve serious issues with serial correlation in the mean equation.
I have two questions:
1. The p-values of the Correlogram are not valid. Is it an ordinary problem in Eviews-ARCH Models or is something special with my estimation or my data?
Because this warning occurs every time I am checking the residuals of an ARCH/GARCH/EGARCH Models.
2. I have tried to remove the serial correlation with lagged endogenous variables and with AR and MA terms, but still every mean equation is serial correlated. Any further advice?
Thanks for your help!
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Referring to Coefficients in Formula
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Can someone tell me how to generate this table in eviews?
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Can someone tell me how to generate this table in eviews?
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Can someone tell me how to generate this table in eviews?
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Can someone tell me how to generate this table in eviews?
Yes.
You'll need to give some context. But, probably, the automatic ARMA forecasting in EViews 9 is what you're after.
You'll need to give some context. But, probably, the automatic ARMA forecasting in EViews 9 is what you're after.
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Fetching Datastream Data Denoted in Various Currencies
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Probit Visualization
It's not generally a natural computation for EViews as it combines the observed data with fits for observations that are potentially not in the workfile. That is to say, you could have 15 observations (0, 1)s, and if you tried to plot the response curve, 15 would presumably not be smooth enough.
For specific data, especially with larger numbers of (0,1) values and a description of what you want to where you want to evaluate the other data, I think we could come up with something. But it would help if you had a more concrete example. As I said, it's not something that we have built-in.
For specific data, especially with larger numbers of (0,1) values and a description of what you want to where you want to evaluate the other data, I think we could come up with something. But it would help if you had a more concrete example. As I said, it's not something that we have built-in.
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VAR Model
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Advanced rolling regression-Add-in
Hi everyone. I’m trying to estimate GARCH(1,1) model with conditional normal distribution and where the mean equation includes a constant only. My sample includes 2519 observations of an equity index returns. I estimated the original equation using 1800 observations and named it eq01. I want to use fixed window size of 1800 observations with 1 step size.
I wrote the following code in the command in the command line
eq01.roll
I got a dialog box entitled “Rolling Specification and Storage Options” which I filled it in with my data
When I hit ok, I got an error message saying “Invalid or out of range) coefficient or matrix index 3”.
Can anyone help me to overcome this error message?
I wrote the following code in the command in the command line
eq01.roll
I got a dialog box entitled “Rolling Specification and Storage Options” which I filled it in with my data
When I hit ok, I got an error message saying “Invalid or out of range) coefficient or matrix index 3”.
Can anyone help me to overcome this error message?
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Advanced rolling regression-Add-in
Hi
I've just run the advanced rolling regression option on a garch(1,1) model without any hitch other than EViews adjusting the endpoint (to be expected as I took the defaults). I haven't bothered to look at the coeffs as I was only interested in whether it would work.
Perhaps you aren't following the instructions accurately.
I've just run the advanced rolling regression option on a garch(1,1) model without any hitch other than EViews adjusting the endpoint (to be expected as I took the defaults). I haven't bothered to look at the coeffs as I was only interested in whether it would work.
Perhaps you aren't following the instructions accurately.
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save wmf file, unexpected result
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Hodrick-Prescott (HP-filter) as an endogenous entity
Not sure I fully understand what the problem is here, but one idea would be to consider the fact that a HP filter can be cast into state-space form. Treating the HP filter as a special case state-space model (with lambda entering via restrictions on the variance terms) you could then merge a state-space object into a model object thereby endogenizing the HP filter. Does that sound like a solution to what you're trying to do? If so, I can attach a state-space variation of the HP filter. As I said, not sure exactly what you're trying to do, so let me know.
Cheers,
Graeme
Cheers,
Graeme
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save wmf file, unexpected result
thanks! Once I have been told to avoid EMF, for its specification is not published.
But now, it seems the specs of both EMF and WMF are publicly released, on msdn
[MS-EMF]: Enhanced Metafile Format https://msdn.microsoft.com/en-us/library/cc230514.aspx
[MS-WMF]: Windows Metafile Format https://msdn.microsoft.com/en-us/library/cc250370.aspx
But now, it seems the specs of both EMF and WMF are publicly released, on msdn
[MS-EMF]: Enhanced Metafile Format https://msdn.microsoft.com/en-us/library/cc230514.aspx
[MS-WMF]: Windows Metafile Format https://msdn.microsoft.com/en-us/library/cc250370.aspx
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