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linefit & equation in the spool object
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Restrict user access in workfile
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linefit & equation in the spool object
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linefit & equation in the spool object
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linefit & equation in the spool object
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linefit & equation in the spool object
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linefit & equation in the spool object
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Undated or dated panel regression?
Hi everyone,
I'm really new to EViews (9.5) and I hope you can help me to figure out which test would be best to use.
I'm not sure if it is best to perform an OLS regression or to use an undated or dated panel regression.
My sample consists out of 1000 acquisitions between 2005 and 2010. Around half of the sample only did one acquisition in this time frame, where the other half did more than one acquisitions. My dependent variable is the acquiring companies dividends in t=0, where I have around 5 independent/control variables.
In the first column I numbered all the acquisitions from 1 to 1000, and in the second column I gave the firm's firmid's (around 600 different firm's), the third column includes the year of the acquisition, and the following columns the dependent and independent variables.
I would think that a dated panel would be best for my study. In step 3 I fill in the firmid as cross section ID series, and the year as date series, however then I get the following error: Repeated values found in source id series.
When I select the acquisition number as cross section ID series, I get another error: Illegal panel structure DATEID is nested within ACQUISITION.
Could somebody please explain me what these errors mean, and maybe give me tips on what would be the best regression to do in my case.
Thank you so much for taking the time to read this!
Kind regards,
Amy
I'm really new to EViews (9.5) and I hope you can help me to figure out which test would be best to use.
I'm not sure if it is best to perform an OLS regression or to use an undated or dated panel regression.
My sample consists out of 1000 acquisitions between 2005 and 2010. Around half of the sample only did one acquisition in this time frame, where the other half did more than one acquisitions. My dependent variable is the acquiring companies dividends in t=0, where I have around 5 independent/control variables.
In the first column I numbered all the acquisitions from 1 to 1000, and in the second column I gave the firm's firmid's (around 600 different firm's), the third column includes the year of the acquisition, and the following columns the dependent and independent variables.
I would think that a dated panel would be best for my study. In step 3 I fill in the firmid as cross section ID series, and the year as date series, however then I get the following error: Repeated values found in source id series.
When I select the acquisition number as cross section ID series, I get another error: Illegal panel structure DATEID is nested within ACQUISITION.
Could somebody please explain me what these errors mean, and maybe give me tips on what would be the best regression to do in my case.
Thank you so much for taking the time to read this!
Kind regards,
Amy
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linefit & equation in the spool object
i get error message G_Y_X already exists in "GRAPH G_Y_X.SCAT Y X". the workfile attached
Code:
group g1 y x z f h q
for !i=1 to 1
%iname=g1.@seriesname(!i)
for !j=!i+1 to g1.@count
%jname=g1.@seriesname(!j)
'generate 5 equation
equation eq_{%iname}_{%jname}.ls {%iname} {%jname}
' create 5 graph with line and save it in the wf
graph g_{%iname}_{%jname}.scat {%iname} {%jname}
group temp {%iname} {%jname}
freeze(g_{%iname}_{%jname}) temp.scat linefit
d temp
spool sp
sp.insert(offset=first) eq_{%iname}_{%jname}
sp.insert g_{%iname}_{%jname}
delete g_{%iname}_{%jname}
next
next
sp.move(offset=first) untitled01
sp.move(loc=untitled02) untitled09
sp.move(loc=untitled05) untitled03
sp.move(loc=untitled09) untitled07
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Undated or dated panel regression?
A panel is defined as a structure where each observation is uniquely identified by a single time period and cross-section id (or if an undated panel, two cross-section identifiers)
The first error indicates that they are not uniquely identified - more than one observation have the same date/id combination.
The second error indicates that your two identifiers (time and cross-section) are nested - in essence you have provided too many identifiers.
The first error indicates that they are not uniquely identified - more than one observation have the same date/id combination.
The second error indicates that your two identifiers (time and cross-section) are nested - in essence you have provided too many identifiers.
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Saveprogini - argument with space
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linefit & equation in the spool object
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linefit & equation in the spool object
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Create new series subject to a condition
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Create new series subject to a condition
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Create new series subject to a condition
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Create new series subject to a condition
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Create new series subject to a condition
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importing data - unstacked (?) panel data
Hello,
For my thesis I’m doing research where I want to do a time series analysis. The problem I have right now is to get the data correctly into eviews. I want to make a regression where I want to look what the influence of my dummy variable is on the dependent variables. My regression equation also includes a few control variables, so it will look something like this:
Y = a + b*x1 + c*x2 + d*x3 + ε
The x’s will specify the variables, taking into the account the data of my entire sample (all companies).
One of the x-variables will obviously be my dummy.
The problem that I have at this moment is the importing of the data. My dataset consists of a lot of different identifiers (companies) and a lot of different dates. Because of this, each worksheet of my excel file includes only one variable. The x-axes of this worksheet describes the date and the y-axis of this worksheet describes the company identifier. Thus, every coordinate in my excel worksheet describes the one certain variable (I have 7 different ones in total) for company Y at time X.
I’m currently struggling how to handle this dataset, when importing into eviews (and doing the actual analysis). I found some tutorials and topics on importing panel data, but those datasets explained are all pretty small, and they all have the identifiers and the dates on the y-axis. In my case this was not possible, due to the software I got my data from (datastream) and the huge amount of data I have. When importing eviews reads everything per column, but for my case the entire worksheet contains data. The columns just describe the date for each datapoint. How to make eviews correctly recognize the date as an identifiers for each column and the company name as a cross section-identifier for each row. And how to tell eviews that each worksheet contains one certain variable?
I included an example as an attachment. Let's say these random number describe the amount of trades that a company did (daily). Once again, the horizontal axis represent the date identifiers and the vertical axis represent the company identifier. All data on one worksheet is describing only one variable. I have 7 different variables, so 7 different worksheets. I have about 600 companys and about 260 dates.
I’m hoping anyone could give me any tips, advice or instructions. If anything is unclear I would obviously more than happy to specify/explain it. Thanks a lot in advance!
Greetings,
Jesse
For my thesis I’m doing research where I want to do a time series analysis. The problem I have right now is to get the data correctly into eviews. I want to make a regression where I want to look what the influence of my dummy variable is on the dependent variables. My regression equation also includes a few control variables, so it will look something like this:
Y = a + b*x1 + c*x2 + d*x3 + ε
The x’s will specify the variables, taking into the account the data of my entire sample (all companies).
One of the x-variables will obviously be my dummy.
The problem that I have at this moment is the importing of the data. My dataset consists of a lot of different identifiers (companies) and a lot of different dates. Because of this, each worksheet of my excel file includes only one variable. The x-axes of this worksheet describes the date and the y-axis of this worksheet describes the company identifier. Thus, every coordinate in my excel worksheet describes the one certain variable (I have 7 different ones in total) for company Y at time X.
I’m currently struggling how to handle this dataset, when importing into eviews (and doing the actual analysis). I found some tutorials and topics on importing panel data, but those datasets explained are all pretty small, and they all have the identifiers and the dates on the y-axis. In my case this was not possible, due to the software I got my data from (datastream) and the huge amount of data I have. When importing eviews reads everything per column, but for my case the entire worksheet contains data. The columns just describe the date for each datapoint. How to make eviews correctly recognize the date as an identifiers for each column and the company name as a cross section-identifier for each row. And how to tell eviews that each worksheet contains one certain variable?
I included an example as an attachment. Let's say these random number describe the amount of trades that a company did (daily). Once again, the horizontal axis represent the date identifiers and the vertical axis represent the company identifier. All data on one worksheet is describing only one variable. I have 7 different variables, so 7 different worksheets. I have about 600 companys and about 260 dates.
I’m hoping anyone could give me any tips, advice or instructions. If anything is unclear I would obviously more than happy to specify/explain it. Thanks a lot in advance!
Greetings,
Jesse
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Create new series subject to a condition
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