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rename dummy and diagonal dummy


Perform Redundant Test

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I was trying to perform variable redundant test (testdrop). I could not run it for specification with independent variable with PDL term.
Thanks


VAR/VECM for panel data

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Hi,

Previous posts in this forum mention that it is not possible to estimate VAR/VECM models with panel data however, the posts are relatively old.
I was wondering whether anyone could tell if it possible to set up a VAR/VECM model with panel data in Eviews 9 and observe individual results for panels.

I have already set-up a VAR model with my panel data though I am not sure whether Eviews understands that it is dealing with panel data and maybe it is producing results as if my data was time-series.

Any kind of help is welcome.

Thanks.


VAR/VECM for panel data

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Nothing has changed - it still estimates on the stacked data, but lags do not cross seams.


GVAR

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Hello guys. I am using Eviews from December. Does someone know how a GVAR can be programme within Eviews. I am working wit debt, deficit and interest bond rates in order to estimate spillovers around the EU and I found out a paper where they used this model. Thank for all.


VAR/VECM for panel data

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EViews Gareth wrote:Nothing has changed - it still estimates on the stacked data, but lags do not cross seams.


Hi Gareth,

Thanks for your answer. Just to get this right. Does that mean that if I set up a VAR or VECM with panel data, Eviews will simply calculate results for the whole data set and ignore the fact that I have included different panels within my data?


VAR/VECM for panel data

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Yes. But lags won't cross seams.


VAR/VECM for panel data

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EViews Gareth wrote:Yes. But lags won't cross seams.


But since I am looking to see whether variables Y or Z affect X, do you think that setting up VAR/VECM models for two different panels (ex. Panel A: European countries, Panel B: Asian countries) and then looking at the different coefficients of the two panels is incorrect? (i am not interested in specific country results within panels-just differences between panels as a whole)

Sorry for the multiple questions-beginner here...



Second Order Differencing

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Hello,

In order to make my data stationary, I had to take the second difference of the natural log of my data. Ex: logy=dlog(y,2).

I used this transformed data to produce a forecast and get values in those terms. I wish to compare my forecasted values to the original values for y in my dataset, so my question is how do I reverse the second order differencing in order to get my forecasted values back into the same terms as my actual values?

Any help would be appreciated.

Thank you!


Second Order Differencing

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Use dlog(y,2) as your dependent variable.


wfcompare command line bug

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Using EViews 9.5
Enterprise Edition - Apr 3 2017 build

After a recent update, the following program and procedure causes an error rather than displaying the two series as a group in sheet view. Note that (1) it did work properly in previous releases and (2) still works properly if performed using GUI instead of command line.

Code:

wfcreate(wf=work, page=a) a 1901 2099
series x = 1
pagecreate(page=Untitled) a 1901 2099
series x = 2
wfcompare * a\*
' Double-click on x for group sheet view
' Error Message: a\ is not defined.



Second Order Differencing

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Yes so the regression that I used for forecasting was with dlog(y,2) as my dependent variable so my forecasted values were in those terms. My original "y" dataset was an index in the 100s so is it possible to transform the forecasted values back in terms of the index in the 100s? I want to compare my forecasted index value with the actual index value if possible.


Second Order Differencing

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When you use dlog(y,2) as the dependent variable, EViews will forecast y not dlog(y,2)


Second Order Differencing

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Oh okay I see now. That helps, thank you!

One more thing, when you select the "static" option for a forecast, is that recursive or rolling window? I couldn't find the specification in the Eviews guide.


Second Order Differencing


Appending date ids - possible?

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I want to write a programme to retrieve and append two excel files from the internet that have two different but consecutive date ids. Is it possible to append the two date ids to form a single date id? I can download the two files and combine them manually for the analysis but I want to avoid this if possible.


Appending date ids - possible?

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You'll have to be more specific.

But in general, yes it is possible.


Filtering regressions with significant parameters

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I have calculated 37,200 regressions and I would like to filter out those that have all their significant parameters at 5%, is it possible to program this? :P


Filtering regressions with significant parameters

Appending date ids - possible?

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