PCA - retrieving the original data
Thanks Glenn. Sorry I probably didn't explain myself properly. What i mean't was I have 4 interest rate series, i perform a PCA on them. Using the PC weights and the PC values I can recreate each rate....
View ArticlePoor performance of BFGS
Is there an option to the ml command that will switch to the legacy method?I want to reproduce my results from an Eviews 8 program estimating a series of logl objects.
View ArticlePCA - retrieving the original data
Just output the subset of scores in the original score saving, and use the corresponding subset of the eigenvectors in the multiply step. In your example, just drop the higher order PC4 and weight,...
View ArticleUninorm add-in crashes EViews 9
Sorry I posted this earlier to Add_in Support but more tha likely belongs here...Good Day, I have recently upgraded to EViews ( an have download several add-ins). I have encountered issues with Uninorm...
View ArticlePCA - retrieving the original data
yep thanks Glenn - I'm new to programming in eviews so I was more asking how to take a subset of elements from a vector. I figured it out - thanks again for you help - I appreciate it.
View Articlefetching data from bloomberg
Great thanks Glenn - it works with the arguments the other way round. thanks for the help
View ArticleFred database in Eviews 9
Hi, I just got Eviews 9 enterprise edition to test it out before it will be rolled out to my co-workers. I am trying to look into new Fred database interface but when I try to go deeper in to the...
View ArticlePoor performance of BFGS
Yes. It's documented in the manual and the online help [edit]....er...at least it should have been.optmethod = arg Optimization method : “bfgs” (BFGS); “newton” (Newton-Raphson), “opg” or “bhhh” (OPG...
View Articlefetching data from bloomberg
Actually that last one needs to be modified a bit to handle multiple missings in a rowCode:smpl @first @firstseries yadj = ysmpl @first+1 @lastyadj = @recode(y=na, yadj(-1), y)
View Articledisplay coefficient matrix of VAR
Target: only display coefficient matrix of VAR estimation without other statistics and save it as a matrix by using Eviews 8I find a syntax @coefmatbut when I run the code as follow,var...
View Articlefetching data from bloomberg
Thanks Glenn! - I will run it tomorrow on my eviews! Sorry if this is a basic question (am new to programming in eviews). I have a question on the fetch function. I am pulling time series from...
View Articlefetching data from bloomberg
The fetch command doesn't really take in strings per se. It takes in the names of the series to be fetched. Not you do not have to enclose those names in quotes generally. However since some database...
View Articlefetching data from bloomberg
Thanks Gareth - that's a lot clearer now! One more thing, how do i loop over all the series without having to write out all the names. Do i put the series into a group then loop through the series say...
View Articlefetching data from bloomberg
You can create the group, that's certainly one way to go. Group creation accepts wildcards, so if the series have a naming pattern, you could use a wildcard.Or you could use the @wlookup function to...
View ArticleFred database in Eviews 9
So if I understand correctly if you click on any -all series search, calendar, categories, releases and sources folders, you get the error. Is that correct?Do you have access to the FRED website in a...
View Articlep-value for fixed effect panel data vs single regression
I ran 2 specifications as in attached file.Eqn1 is a fixed effect panel data.1) The value of theta1 is the same for both models. But why does the p-value for theta1?2) Which results is more...
View ArticleRegressing Stock Price changes
Hey!I am a financial analyst, but not very good at econometrics. I need to to find out how interest rates in USA affect the stock prices.Now I am trying to figure out other independent variables, like...
View ArticleFred database in Eviews 9
yes, that is correct - I get that error on each of the folders. I've just tried the Fred website and it works fine - I can access their data in the browser.
View Article