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Reset Password on License Manager
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Minus sign disappears to Excel
Try this:
If the paste works ok (minus signs are left intact) with Notepad, try re-copying the text from Notepad into the clipboard, and then paste into Excel to see if minus signs are now ok. If so, then EViews is likely to blame. If it isn't, then Excel is likely to blame.
If you determine that EViews is to blame, please upload a small workfile with a series that causes this issue to this forum so we can try to recreate it.
If the paste works ok (minus signs are left intact) with Notepad, try re-copying the text from Notepad into the clipboard, and then paste into Excel to see if minus signs are now ok. If so, then EViews is likely to blame. If it isn't, then Excel is likely to blame.
If you determine that EViews is to blame, please upload a small workfile with a series that causes this issue to this forum so we can try to recreate it.
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Minus sign disappears to Excel
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Minus sign disappears to Excel
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Excel Add-in
Dear Eviews,
I have 2 suggestions to improve Excel Add-in for Eviews (I have Eviews 11)
1. Is it possible to import a description of the series along with series name into the EXCEL? Otherwise, once you have hundreds of series, it means series names are coded with short name and it's difficult to understand for other user in EXCEL what these series mean
e.g. it might be imported using the check box "include Description series"
![Image]()
2. Minor issue, is it possible to add horizontal scroll of the import data window, so that user can see a full description of the series?
Picture below - it's not possible to see full description
Thanks
Andrei
I have 2 suggestions to improve Excel Add-in for Eviews (I have Eviews 11)
1. Is it possible to import a description of the series along with series name into the EXCEL? Otherwise, once you have hundreds of series, it means series names are coded with short name and it's difficult to understand for other user in EXCEL what these series mean
e.g. it might be imported using the check box "include Description series"
2. Minor issue, is it possible to add horizontal scroll of the import data window, so that user can see a full description of the series?
Picture below - it's not possible to see full description
Thanks
Andrei
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Breusch godfrey test on Panel data
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Time varying SVAR
Hi
Thanks for your efforts, really appreciate it, but this add-in still incomplete, it only gives the IRFs and their comparison, as well as the figures for the "Posterior mean, 16th and 84th pctiles of the standard deviation of variables' residuals, it does not produce all the results as in Primiceri (2005), the figures of the responses to a 1% permanent increase of the impulse variables (with 16th and 84th pctiles) such as Simultaneous response, response after 10 quarters and response after 20 quarters, (d) response after 60 quarters are missing.
Are you going to include them anytime soon?
Regards
Thanks for your efforts, really appreciate it, but this add-in still incomplete, it only gives the IRFs and their comparison, as well as the figures for the "Posterior mean, 16th and 84th pctiles of the standard deviation of variables' residuals, it does not produce all the results as in Primiceri (2005), the figures of the responses to a 1% permanent increase of the impulse variables (with 16th and 84th pctiles) such as Simultaneous response, response after 10 quarters and response after 20 quarters, (d) response after 60 quarters are missing.
Are you going to include them anytime soon?
Regards
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Threshold Structural VAR
Dear all,
Since the EViews Add-in regarding the generation of the GIRFs does not include the confidence bands, I would like to know if there is a programming code available to compute the GIRFs as well as the confidence bands. Nevertheless, if you know a code or other way to compute it using R or Matlab, please share.
Thank you so much.
Since the EViews Add-in regarding the generation of the GIRFs does not include the confidence bands, I would like to know if there is a programming code available to compute the GIRFs as well as the confidence bands. Nevertheless, if you know a code or other way to compute it using R or Matlab, please share.
Thank you so much.
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Quantile on Quantile regression & VAR for VAR model
Dear sir,
The paper related to VAR for VaR model can be found in the link below
https://www.sciencedirect.com/science/article/pii/S0304407615000287
A Matlab code of the method is posted in this page
http://www.simonemanganelli.org/Simone/Research.html
Regarding the quantile on quantile regression, the article of this method is in the link below
https://www.sciencedirect.com/science/article/pii/S0378426615000217
I have used before in R with the code I attached in this post, it's easy to use but the results need to be plotted with the surface graph which I think is not available in Eviews
The paper related to VAR for VaR model can be found in the link below
https://www.sciencedirect.com/science/article/pii/S0304407615000287
A Matlab code of the method is posted in this page
http://www.simonemanganelli.org/Simone/Research.html
Regarding the quantile on quantile regression, the article of this method is in the link below
https://www.sciencedirect.com/science/article/pii/S0378426615000217
I have used before in R with the code I attached in this post, it's easy to use but the results need to be plotted with the surface graph which I think is not available in Eviews
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Doing everything in a script on two pages
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Doing everything in a script on two pages
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ARDL Bounds Test T-test
I suggest you start by reading our blog series on ARDL estimation. Here are the links:
http://blog.eviews.com/2017/04/autoregressive-distributed-lag-ardl.html?m=1
http://blog.eviews.com/2017/05/autoregressive-distributed-lag-ardl_8.html?m=1
http://blog.eviews.com/2017/05/autoregressive-distributed-lag-ardl.html?m=1
http://blog.eviews.com/2017/04/autoregressive-distributed-lag-ardl.html?m=1
http://blog.eviews.com/2017/05/autoregressive-distributed-lag-ardl_8.html?m=1
http://blog.eviews.com/2017/05/autoregressive-distributed-lag-ardl.html?m=1
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Doing everything in a script on two pages
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Doing everything in a script on two pages
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partitioned dataset won't run EGLS
Hello. I have a data set that runs EGLS just fine, (280 cross section units and mostly 8 years but unbalanced).
I've eliminated a large number of observations pursuant to a research objective and also removed observations representing only a single year.
Model no longer runs with reduced data and I get this message: "Positive or non-negative argument to function expected in
computation of group weight (variance)."
What might I be missing?
Many thanks, eljayski
I've eliminated a large number of observations pursuant to a research objective and also removed observations representing only a single year.
Model no longer runs with reduced data and I get this message: "Positive or non-negative argument to function expected in
computation of group weight (variance)."
What might I be missing?
Many thanks, eljayski
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Markov Switching Regression
Unfortunately, computing forecast standard errors for MS switching is extremely difficult and not currently supported. Support will almost certainly have to be using simulation methods, which are likely to be computationally intensive. I'll put this on the list of things to consider for future development.
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Imposing parameter restrictions on state sapce models
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Confidence ellipse / eigenvectors
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Sort panel data
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Excel Add-in
Regarding your first request:
We could potentially include attributes as additional rows at the beginning or at the end of the data rows, but this can confuse Excel as it may decide your column data type based on the first few rows of data which now can be different data types.
Or maybe we could append the description to the series name?
As for your second suggestion:
We can add a horizontal scrollbar. We'll try to do this sometime soon.
Steve
We could potentially include attributes as additional rows at the beginning or at the end of the data rows, but this can confuse Excel as it may decide your column data type based on the first few rows of data which now can be different data types.
Or maybe we could append the description to the series name?
As for your second suggestion:
We can add a horizontal scrollbar. We'll try to do this sometime soon.
Steve
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