kmeans

July 11, 2017, 8:41 pm

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This thread is about the k-means clustering add-in.

k-means clustering is an unsupervised machine learning algorithm that allows for the classification of each observation (across at least 1 series) into 1 of k classes. The algorithm is useful in exploratory data analysis for classifying similarity in observations across a workfile for either cross section or time series data.

The add-in can be downloaded via the EViews Add-in manager or directly from Github at:
https://github.com/ErhardMenker/kMeans4 ... means.aipz
Please refer to the documentation for an overview of the add-in's functionality. Documentation comes with the add-in's install or is available online at:
https://github.com/ErhardMenker/kMeans4 ... kmeans.pdf

Please feel free to post here with any questions or suggestions for improvement. I will also post updates to the add-in in this thread.

Happy modelling,
Erhard Menker

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extracting r-square from table

July 11, 2017, 8:56 pm

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greatly appreciated. many thanks.

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Chow-Lin interpolation with two indicator series

July 12, 2017, 1:47 am

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Hi all.
I am trying to transform a series from quarterly to monthly frequency using an interpolation method such as Chow-Lin, Denton etc. I would like to use two monthly series as indicators but it looks like eViews doesn't have the option for including more than one indicator. Any ideas? Thank you in advance

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error in Dumitrescu Hurlin test in Eviews 9?

July 12, 2017, 1:49 am

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Thanks for that.
Did you check the Z statistics?

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error in Dumitrescu Hurlin test in Eviews 9?

July 12, 2017, 4:56 am

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Yes, they are also correct.

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error in Dumitrescu Hurlin test in Eviews 9?

July 12, 2017, 6:18 am

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Dumitrescu and Hurlin have now updated their code so that it matches EViews.

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Multinomial Logit Model

July 12, 2017, 6:58 am

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I attempted to estimate a multinomial logit model, with dependent variable being type = 1,2,...,5 and explanatory variables being core, stations, carparks, age gfa, dist_mtr, belt, cycle1 & cycle2. They are undated observations.

I tried to modify the command from an example in EViews, and they are as follows:

' declare parameter vector
coef (10) b2
coef (10) b3
coef (10) b4
coef (10) b5
coef (10) b6
coef (10) b7
coef (10) b8
coef (10) b9
coef (10) b10

mlogit.append xb2 = b2(1)+b2(2)*core+b2(3)*stations+b2(4)*carparks+b2(5)*gfa +b2(6)*age+b2(7)*dist_mtr+b2(8)*belt+b2(9)*cycle1+b2(10)*cycle2
mlogit.append xb3 = b3(1)+b3(2)*core+b3(3)*stations+b3(4)*carparks+b3(5)*gfa +b3(6)*age+b3(7)*dist_mtr+b3(8)*belt+b3(9)*cycle1+b3(10)*cycle2
mlogit.append xb4 = b4(1)+b4(2)*core+b4(3)*stations+b4(4)*carparks+b4(5)*gfa +b4(6)*age+b4(7)*dist_mtr+b4(8)*belt+b4(9)*cycle1+b4(10)*cycle2
mlogit.append xb5 = b5(1)+b5(2)*core+b5(3)*stations+b5(4)*carparks+b5(5)*gfa +b5(6)*age+b5(7)*dist_mtr+b5(8)*belt+b5(9)*cycle1+b5(10)*cycle2

' define prob for each choice
mlogit.append denom = 1+exp(xb2)+exp(xb3)+exp(xb4)+exp(xb5) +exp(xb6)+exp(xb7)+exp(xb8)+exp(xb9) +exp(xb10)
mlogit.append pr1 = 1/denom
mlogit.append pr2 = exp(xb2)/denom
mlogit.append pr3 = exp(xb3)/denom
mlogit.append pr4 = exp(xb4)/denom
mlogit.append pr5 = exp(xb5)/denom

' specify likelihood
mlogit.append logl1 = (1-dd2-dd3-dd4)*log(pr1)+dd2*log(pr2)+dd3*log(pr3)+dd4*log(pr4) +dd5*log(pr5)
' specify analytic derivatives

for!i = 2 to 5
mlogit.append @deriv b{!i}(1) grad{!i}1 b{!i}(2) grad{!i}2 b{!i}(3) grad{!i}3 b{!i}(4) grad{!i}4 b{!i}(5) grad{!i}5
mlogit.append grad{!i}1 = dd{!i}-pr{!i}
mlogit.append grad{!i}2 = grad{!i}1*x1
mlogit.append grad{!i}3 = grad{!i}1*x2
mlogit.append grad{!i}4 = grad{!i}1*x3
mlogit.append grad{!i}5 = grad{!i}1*x4

next
' get starting values from binomial logit
equation eq2.binary(d=l) dd2 c core stations carparks gfa age dist_mtr belt cycle1 cycle2
b2 = eq2.@coefs
equation eq3.binary(d=l) dd3 c core stations carparks gfa age dist_mtr belt cycle1 cycle2
b3 = eq3.@coefs
equation eq4.binary(d=l) dd4 c core stations carparks gfa age dist_mtr belt cycle1 cycle2
b4 = eq4.@coefs
equation eq5.binary(d=l) dd5 c core stations carparks gfa age dist_mtr belt cycle1 cycle2
b5 = eq5.@coefs
equation eq6.binary(d=l) dd6 c core stations carparks gfa age dist_mtr belt cycle1 cycle2

But there is a syntax error in coef (10) b2. It would be much appreciate if anyone can correct me when I am wrong. Thank you in advance.

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error in Dumitrescu Hurlin test in Eviews 9?

July 12, 2017, 8:04 am

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Dear Mateus, Dear M. Gareth,

We are the authors of the paper that raised the issue.
Following your previous posts, we have carefully investigated the difference between the results obtained with Eviews and our Stata command (xtgcause). As correctly indicated by M. Gareth, it turns out that the differences arise because of small sample adjustments, which were implemented in Eviews but not in xtgcause.
We therefore apologize for incorrectly judging Eviews’ command in our paper and for the trouble this may have caused.
We have already implemented a new version of the Stata command xtgcause that calculates the Wald and Z statistics with small sample adjustments. The output coincides with Eviews'. The new version of the command is attached to this post.
We are now updating the working paper and will replace the version currently online (dated 22Feb2017) as soon as possible.

We thank both of you for raising and discussing the issue.

Luciano Lopez and Sylvain Weber

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estimate smooth transition regression

July 12, 2017, 3:10 pm

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Hello everyone,

I am a new user in Eviews, and now I am using EViews 9.5 student lite.
I saw a quick function to estimate smooth transition regression in EView 10 helps but there is no that function it EViews 9.5 version.
Thus, my question is how can I estimate smooth transition regression in EViews 9.5 version.
Can anyone help me

Thanks,

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estimate smooth transition regression

July 12, 2017, 3:11 pm

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You cannot. You'll need EViews 10.

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Multinomial Logit Model

July 12, 2017, 4:28 pm

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No space before the (10)

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Average Cross-sectional Regression in Panel Data Structure

July 12, 2017, 4:39 pm

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With only two variables it's easiest to do it in the same workfile page. Note that in these two cases, you are replacing every observation with the relevant means and then subsampling when running the regression so that the output labeling may not be what you want. If this is the case, an alternative way to do it is to create new workfile pages and then save the means to those pages. That's only a couple more steps...

1. Cross-section regressions

smpl @all
series ycxmean = @meansby(y, @crossid)
series x1cxmean = @meansby(x1, @crossid)
series x2cxmean = @meansby(x2, @crossid)
smpl if @cellid = 1
equation cxeq.ls ycxmean c x1cxmean x2cxmean


2. Period regressions

smpl @all
series ypermean = @meansby(y, @year)
series x1permean = @meansby(x1, @year)
series x2permean = @meansby(x2, @year)
smpl if @year = @min(@year)
equation pereq.ls ypermean c x1permean x2permean

3. Sub-group

Use Proc/Series classify... on the YEAR series to create an classification variable for your groups. Then do the same as (1) and (2) using your classification variable.

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Panel Least Squares estimation method Nonlinear optimization algorithm

July 12, 2017, 4:42 pm

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The results in EQ01 look fine. You might want to perterb results from those final values to verify stability, but the gradients look good.

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Panel Least Squares estimation method Nonlinear optimization algorithm

July 12, 2017, 9:17 pm

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Thank you very much.
Is there method to conduct perturb study in Eviews9 (built-in, add-in, or programming) ?

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Favar QUESTION

July 13, 2017, 1:34 am

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Hi, i am trying to run the baysian favar, it is giving an error 500, if you please help.

Regards
Ali

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Favar QUESTION

July 13, 2017, 2:05 am

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got it sorted, please ignore my both questions about FAVAR and BFAVAR. thanks.

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Favar QUESTION

July 13, 2017, 3:20 am

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Hi
my "xdata" is a specific short term interest rate wich contain negatif values after 2010. this variable is stationnary after first difference transformation and i kwew that de tcode don't accept this transformation. I try to pass by Dlog but i can't (the value are negatif ,so i ca'nt transform them to log )

suggestions ??

thank you in advance !

Salima

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Clearing Program log

July 13, 2017, 6:13 am

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Hi,

I wanted to clear all the errors in the program log. I used the code "clearerrs" after my program. However, that is not working. Do you know what might be the reason for the same?

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Clearing Program log

July 13, 2017, 8:07 am

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Not sure on what you want here. You can either reset the current error count or you can clear the log. Those are 2 completely different operations that are independent of one another.

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URGENT ARDL interpretation Issue

July 13, 2017, 9:01 am

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Hi Everybody,
I'm performing an ARDL and I made "ARDL Long Run and Bound Test" with Eviews and juste after my "Conditional Error Correction Table", I got this message for some of my variables:

Variable interpreted as : Z = Z(-1) + D (Z)

So I'm not able to see the coefficient for example for Z(-1) to perform a Wald test for example and D(Z) to interpret for the short run the impact on my dependent variable.

How can I do to see these different coefficient ? Or How interpret ou understand that ? No effect on the short run?

Please I need an help

Aimeric

Capture d’écran 2017-07-13 à 11.11.15.png

Capture d’écran 2017-07-13 à 11.20.33.png

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