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Huge Bond Data File - Filtering out Bonds I don't need
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Huge Bond Data File - Filtering out Bonds I don't need
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Non-Cholesky factorisation
Hi Matt, thank you for your reply.
Yes, your assumption is correct. Actually, I am interested in the long run case, so I have to find the "C" matrix in the documentation you posted.
After several attemps and after looking at other eviews programming guides, I managed to write this part of code that seems to work pretty well:
The example is for the Cholesky case and I get the same matb matrix as in my original code. The only problem is that this procedure does not seem to store in any way the "C" matrix I need.
I would be grateful if you could give me your opinion on the code above and on how to save the "C" matrix.
Thanks a lot,
Alberto
Yes, your assumption is correct. Actually, I am interested in the long run case, so I have to find the "C" matrix in the documentation you posted.
After several attemps and after looking at other eviews programming guides, I managed to write this part of code that seems to work pretty well:
Code:
varest.cleartext(svar)
varest.append(svar) @lr1(@u2)=0
varest.append(svar) @lr1(@u3)=0
varest.append(svar) @lr1(@u4)=0
varest.append(svar) @lr2(@u3)=0
varest.append(svar) @lr2(@u4)=0
varest.append(svar) @lr3(@u4)=0
varest.svar(rtype=text,conv=1e-5)
matrix matb = varest.@svarbmat
The example is for the Cholesky case and I get the same matb matrix as in my original code. The only problem is that this procedure does not seem to store in any way the "C" matrix I need.
I would be grateful if you could give me your opinion on the code above and on how to save the "C" matrix.
Thanks a lot,
Alberto
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Coefficients estimation
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Coefficients estimation
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Coefficients estimation
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Coefficients estimation
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Huge Bond Data File - Filtering out Bonds I don't need
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COM Automation Loop Error
Hi there,
I am experiencing an issue when running a loop on VBA using the applications objects PutSeries or PutGroup. In a nut shell, the logic of the VBA code is the following:
1. Select input sheet
2. Select region
3. Select output sheet
4. Send data to Eviews (I tried putgroup and putseries)
I am looping over that structure becasuse there are many regions. The problem is that after 5 o 7 regions (it´s not always the same but rather a random number) Eviews COM crashes and reports and error. When I am using PutSeries I get the error "This data object is not recognized". If I check in the COM automation Log in Eviews I read PutSeries("CYL_YEN_S01", , "2000 2046", SeriesTypesSeries). Clearly the error is in the second argument. But I don´t undertand why...the error appears randomly after some time. Now, if I used PutGroup I get something different, namely, "Method 'Lookup' of object 'IApplication' failed". I can´t see anything else in the COM automation Log.
In order to create my program I followed the structure presented in the COM Automation documentation in the Eviews website. I was wondering if this might be an issue of the Eviews Manager keeping something in memory. I would like to try switching off the Eviews connection to Excel but I am not pretty sure I know how to do that. I have tried with the command exit (i.e. app.Run "Exit") each time I was running the loop, right after sending the data to Eviews, but it did not work.
I have Eviews 9.5 and specifically Eviews Type Library 9. Excel 2013.
Any help would be really appreciated.
I am experiencing an issue when running a loop on VBA using the applications objects PutSeries or PutGroup. In a nut shell, the logic of the VBA code is the following:
1. Select input sheet
2. Select region
3. Select output sheet
4. Send data to Eviews (I tried putgroup and putseries)
I am looping over that structure becasuse there are many regions. The problem is that after 5 o 7 regions (it´s not always the same but rather a random number) Eviews COM crashes and reports and error. When I am using PutSeries I get the error "This data object is not recognized". If I check in the COM automation Log in Eviews I read PutSeries("CYL_YEN_S01", , "2000 2046", SeriesTypesSeries). Clearly the error is in the second argument. But I don´t undertand why...the error appears randomly after some time. Now, if I used PutGroup I get something different, namely, "Method 'Lookup' of object 'IApplication' failed". I can´t see anything else in the COM automation Log.
In order to create my program I followed the structure presented in the COM Automation documentation in the Eviews website. I was wondering if this might be an issue of the Eviews Manager keeping something in memory. I would like to try switching off the Eviews connection to Excel but I am not pretty sure I know how to do that. I have tried with the command exit (i.e. app.Run "Exit") each time I was running the loop, right after sending the data to Eviews, but it did not work.
I have Eviews 9.5 and specifically Eviews Type Library 9. Excel 2013.
Any help would be really appreciated.
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COM Automation Loop Error
First, I would make sure you are the latest patch installed. The latest build date for EViews 9 is November 14, 2016.
http://www.eviews.com/download/download.html
If EViews crashes in the middle of your loop, you'll get errors like "Method 'Lookup' of object 'IApplication' failed" afterwards. The question is why is EViews crashing in the first place...
Put, PutSeries, and PutGroup methods are all meant to support Excel regions objects as the data parameter - but you might try transferring your region's data into a simple array (e.g. double array) and then passing that in instead to see if that resolves your crashing issue.
I'll need to be able to recreate the error before I can figure out what's going on. Please send me a spreadsheet with your different regions and your VBA code that is causing the problem -- you can either upload them to this forum posting, or your can email them to me at steve@eviews.com and refer to this posting in the email. If I can recreate the error, I'll let you know.
Steve
http://www.eviews.com/download/download.html
If EViews crashes in the middle of your loop, you'll get errors like "Method 'Lookup' of object 'IApplication' failed" afterwards. The question is why is EViews crashing in the first place...
Put, PutSeries, and PutGroup methods are all meant to support Excel regions objects as the data parameter - but you might try transferring your region's data into a simple array (e.g. double array) and then passing that in instead to see if that resolves your crashing issue.
I'll need to be able to recreate the error before I can figure out what's going on. Please send me a spreadsheet with your different regions and your VBA code that is causing the problem -- you can either upload them to this forum posting, or your can email them to me at steve@eviews.com and refer to this posting in the email. If I can recreate the error, I'll let you know.
Steve
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Huge Bond Data File - Filtering out Bonds I don't need
Still not resolving my problem as there are 861 different cusips. How can I store them in a vector and select the entire contents of the vector in the smpl command? As with my other question in this forum, I can't import non-numerical data to a matrix.
I created a workfile that is small in size and of the same structure. In it I have begun to draft a program, so you can see what I am trying to do. In this manner, I could set up a loop to perform the copying I need, one CUSIP at a time. The program is saved in a text object within the workfile.
Can you please take a look and offer some advice? Not sure why I can't store the needed data in a matrix.
I created a workfile that is small in size and of the same structure. In it I have begun to draft a program, so you can see what I am trying to do. In this manner, I could set up a loop to perform the copying I need, one CUSIP at a time. The program is saved in a text object within the workfile.
Can you please take a look and offer some advice? Not sure why I can't store the needed data in a matrix.
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COM Automation Loop Error
Of course! I am sending you my workfile and edb files associated. I have installed the last patch, I still experience the problem ![:(]( "Sad")
I just want to stress that this happens when I run several regions/scenarios in the loop. If I just loop over 2 or 3 it does not usually happen. I am not sure what you mean by "you might try transferring your region's data into a simple array (e.g. double array) and then passing that in instead to see if that resolves your crashing issue" Could you give me an example?
In order to recreate the problem just go the "Control" sheet and press the button "Actualizar INPDB". This will start a Sub called Freeze (located in Module Main), which in turn calls another sub, namely, Save_to_DB (located in module Functions). The last one is the sub where I am using PutGroup (commented it´s also a trial I made using the PutSeries method).
I am afraid it is not the most elegantly and efficiently programmed code, partly because I have been trying to figure out what is the problem and I have been changing things. Broadly speaking the sequence is the following:
1) Select sheet "Debt" and pick the region and scenario you are interested (there are 9 scenarios per region and 19 regions). Regions are currently set 1 to 18 and scenarios 1 to 9. (Regions 19 needs also a Matlab rutine, so no need to run it for the sake of my problem).
2) Select sheet "To_EViews", recalculate and copy&paste values. Headers are in range B1:M1 and data are in range B3:M49.
In theory, as long as you saves the Excel Worksheet and the EDB files in the same folder, the paths should automatically work. If not, you can check the settings in the "Settings" sheet.
I am attaching an xlsm file, the prg which should triggered in order to update the db (I know i could update directly the db but for debugging purposes I made it like that) and the edb files.
Thank you for your help.
I just want to stress that this happens when I run several regions/scenarios in the loop. If I just loop over 2 or 3 it does not usually happen. I am not sure what you mean by "you might try transferring your region's data into a simple array (e.g. double array) and then passing that in instead to see if that resolves your crashing issue" Could you give me an example?
In order to recreate the problem just go the "Control" sheet and press the button "Actualizar INPDB". This will start a Sub called Freeze (located in Module Main), which in turn calls another sub, namely, Save_to_DB (located in module Functions). The last one is the sub where I am using PutGroup (commented it´s also a trial I made using the PutSeries method).
I am afraid it is not the most elegantly and efficiently programmed code, partly because I have been trying to figure out what is the problem and I have been changing things. Broadly speaking the sequence is the following:
1) Select sheet "Debt" and pick the region and scenario you are interested (there are 9 scenarios per region and 19 regions). Regions are currently set 1 to 18 and scenarios 1 to 9. (Regions 19 needs also a Matlab rutine, so no need to run it for the sake of my problem).
2) Select sheet "To_EViews", recalculate and copy&paste values. Headers are in range B1:M1 and data are in range B3:M49.
In theory, as long as you saves the Excel Worksheet and the EDB files in the same folder, the paths should automatically work. If not, you can check the settings in the "Settings" sheet.
I am attaching an xlsm file, the prg which should triggered in order to update the db (I know i could update directly the db but for debugging purposes I made it like that) and the edb files.
Thank you for your help.
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add factors
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Graphing data in Models - dual scaling
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Applying Switching Regession to Garch Model
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Avoid Table to Truncate Characters
Hi,
I use a routine that reads a table from Excel and makes it a table in eViews with some expressions to become eviews series, but some of them are truncating the characters, so that eViews doesn't recognize the expression (it complains about the "unmatched parenthesis" because of the truncation). Is there a manner of avoiding eViews to truncate the expression when it gets the data from Excel?
Thank you in Advance!
I use a routine that reads a table from Excel and makes it a table in eViews with some expressions to become eviews series, but some of them are truncating the characters, so that eViews doesn't recognize the expression (it complains about the "unmatched parenthesis" because of the truncation). Is there a manner of avoiding eViews to truncate the expression when it gets the data from Excel?
Thank you in Advance!
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Avoid Table to Truncate Characters
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Avoid Table to Truncate Characters
I'm using importtbl. Briefly, what the program does is read a table that sets a template (for a report). In this table there are columns that contain the series to be plotted in a graph (for the report), these series can also be a expression. The problem is that when the expression is too big, it truncates the expression, generating a syntax error. See:
This is one of the series that had been truncated:
((pnadc::renda_hab_set_atv5/ipca30::pi0)/@last(pnadc::renda_hab_set_atv5/ipca30::pi0)*@last(pnadc::renda_hab_set_atv5)*(pnadc::ocupado_set_atv5)+(pnadc::renda_hab_set_atv6/ipca30::pi0)/@last(pnadc::renda_hab_set_atv6/ipca30::pi0)*@last(pnadc::renda_hab_set_atv6)*(pnadc::ocupado_set_atv6)+(pnadc::renda_hab_set_atv7/ipca30::pi0)/@last(pnadc::renda_hab_set_atv7/ipca30::pi0)*@last(pnadc::renda_hab_set_atv7)*(pnadc::ocupado_set_atv7)+(pnadc::renda_hab_set_atv8/ipca30::pi0)/@last(pnadc::renda_hab_set_atv8/ipca30::pi0)*@last(pnadc::renda_hab_set_atv8)*(pnadc::ocupado_set_atv8)+(pnadc::renda_hab_set_atv9/ipca30::pi0)/@last(pnadc::renda_hab_set_atv9/ipca30::pi0)*@last(pnadc::renda_hab_set_atv9)*(pnadc::ocupado_set_atv9)+(pnadc::renda_hab_set_atv10/ipca30::pi0)/@last(pnadc::renda_hab_set_atv10/ipca30::pi0)*@last(pnadc::renda_hab_set_atv10)*(pnadc::ocupado_set_atv10)+(pnadc::renda_hab_set_atv11/ipca30::pi0)/@last(pnadc::renda_hab_set_atv11/ipca30::pi0)*@last(pnadc::renda_hab_set_atv11)*(pnadc::oc
This is one of the series that had been truncated:
((pnadc::renda_hab_set_atv5/ipca30::pi0)/@last(pnadc::renda_hab_set_atv5/ipca30::pi0)*@last(pnadc::renda_hab_set_atv5)*(pnadc::ocupado_set_atv5)+(pnadc::renda_hab_set_atv6/ipca30::pi0)/@last(pnadc::renda_hab_set_atv6/ipca30::pi0)*@last(pnadc::renda_hab_set_atv6)*(pnadc::ocupado_set_atv6)+(pnadc::renda_hab_set_atv7/ipca30::pi0)/@last(pnadc::renda_hab_set_atv7/ipca30::pi0)*@last(pnadc::renda_hab_set_atv7)*(pnadc::ocupado_set_atv7)+(pnadc::renda_hab_set_atv8/ipca30::pi0)/@last(pnadc::renda_hab_set_atv8/ipca30::pi0)*@last(pnadc::renda_hab_set_atv8)*(pnadc::ocupado_set_atv8)+(pnadc::renda_hab_set_atv9/ipca30::pi0)/@last(pnadc::renda_hab_set_atv9/ipca30::pi0)*@last(pnadc::renda_hab_set_atv9)*(pnadc::ocupado_set_atv9)+(pnadc::renda_hab_set_atv10/ipca30::pi0)/@last(pnadc::renda_hab_set_atv10/ipca30::pi0)*@last(pnadc::renda_hab_set_atv10)*(pnadc::ocupado_set_atv10)+(pnadc::renda_hab_set_atv11/ipca30::pi0)/@last(pnadc::renda_hab_set_atv11/ipca30::pi0)*@last(pnadc::renda_hab_set_atv11)*(pnadc::oc
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add factors
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Converting Unbalanced panel data in Balanced
Dear all,
i'm working on a panel dataset (including 11 variables, 16 countries from 1995 to 2013) for my master thesis, and i'm having some trouble with it.
Before estimating the regression for finding if and how fiscal variables affect the long run growth rate in an endogenous growth model, i am considering five different forms of panel data estimator: Pooled OLS, One-way (country dummies) fixed effects model, One-way random effect models, two-way (country and time effects) fixed effects model and two-way random effects model. In order to remove the effects of the business cycle, i proceed by taking a 5 year average. So EViews recognize it as Dated Panel with a frequency: multi-year, 5 year with country as Cross section ID series and year as Date series. I'm working with EViews 9 SV (student version). Please find in attachment my dataset.
The problem is, when i try estimate the two-way random effects model, i'll get the error saying "Two-way random effects not allowed with unbalanced data". This is the first time i'm working with panel data, and i'm not very familiar with it, but it seems that the problem is created by the N.A. values, which unfortunately i have no clue how to estimate, or forecast being at the beginning of the series.
So my question is, how do i convert the unbalanced panel data into balanced?
p.s. i manually tried to fill the n.a. values but in that case for the two-way random effects model i'll still get an error saying: "Random effects estimation requires number of cross sections>number of coefs for between estimator."
Thank you in advanced,
Klea
i'm working on a panel dataset (including 11 variables, 16 countries from 1995 to 2013) for my master thesis, and i'm having some trouble with it.
Before estimating the regression for finding if and how fiscal variables affect the long run growth rate in an endogenous growth model, i am considering five different forms of panel data estimator: Pooled OLS, One-way (country dummies) fixed effects model, One-way random effect models, two-way (country and time effects) fixed effects model and two-way random effects model. In order to remove the effects of the business cycle, i proceed by taking a 5 year average. So EViews recognize it as Dated Panel with a frequency: multi-year, 5 year with country as Cross section ID series and year as Date series. I'm working with EViews 9 SV (student version). Please find in attachment my dataset.
The problem is, when i try estimate the two-way random effects model, i'll get the error saying "Two-way random effects not allowed with unbalanced data". This is the first time i'm working with panel data, and i'm not very familiar with it, but it seems that the problem is created by the N.A. values, which unfortunately i have no clue how to estimate, or forecast being at the beginning of the series.
So my question is, how do i convert the unbalanced panel data into balanced?
p.s. i manually tried to fill the n.a. values but in that case for the two-way random effects model i'll still get an error saying: "Random effects estimation requires number of cross sections>number of coefs for between estimator."
Thank you in advanced,
Klea
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