From daily prices to weekly returns
Create a weekly page that starts on a Wednesday. Then copy the daily data over to the weekly page, using a match last frequency conversion method. Then do the calculation on the weekly data.
View ArticleInterpretation of dlog variable model?
Hi All,I have prepared a model and in which I took the dlog transformation of both dependent and independent variable.Now, I am struggling how to interpret the model results?What the beta co-efficient...
View ArticleInterpretation of dlog variable model?
Please help me.I am really struggling with the interpretation of this term.
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wfopen data types specific to header name
Dear All,I have a problem I can't figure out a solution to - hopefully you can help! I'm opening a large number of csv/xls/xlsx files in a loop as workfiles using the wfopen command. However, in some...
View ArticleAirline Model in sspace form
Seasonal MA(12) model is as follows: Yt=[1+c(1)*L]*[1+c(2)*L^12]*etwhich can be expanded as: Yt = et + c(1)*et-1 + c(2)*et-12 + c(1)*c(2)*et-13Defining a state variable like SV{k} = SV(-k) for k>1...
View Articlewfopen data types specific to header name
Try adding a scan=all argument. That might help it auto-decide whether to make it alpha or series.
View ArticleAirline Model in sspace form
trubador,Ah, of course!I kept thinking of the notation for the additive form - overlooking the multiplicative form.Now I see it. Clear as day. Thanks,Graeme
View ArticleExporting to excel - formatting issue
Hi Gareth,I am basically copying and 'pasting as links' some matrices from my eviews workfile into an excel sheet. I am doing this so that I can just run my program every week and then refresh the...
View Articletechnical issues with a VECM for testing the J-curve
Hello everyone,I am attempting to test for the existence of a "J-curve" effect (deterioration of the trade balance in the short-term after the depreciation of the currency via more expensive imports,...
View ArticleWeibull distribuition
What I need to do estimate Weibull distribuition in Eviews?I have just a serie and I have no idea how I can do this....I would like to receive step by step...please!Eviews 9
View ArticleExport specific day
Hello,i have daily 5day -week prices for my variables. Is there any way to export only the prices for wednesdays beacuse i need to work only with them ?Thank you!!
View ArticleLjung Box and ARCH tests
please , i am working on prices indexes and i am trying to do the Ljung Box and ARCH tests, i have tetsted them with EVIEWS , i have written the steps to test it and the interpretation. I just want to...
View ArticleQuestion about AR Processes
please , i am working on prices indexes and i am trying to do the Ljung Box and ARCH tests, i have tetsted them with EVIEWS , i have written the steps to test it and the interpretation. I just want to...
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Probit Visualization
I will just reiterate briefly,After taking a break, and coming back to the problem after a few weeks I was hoping that having a fresh look would help me see something I may have been missing. However,...
View ArticleWeibull distribuition
After you typed Weibull into Help, what did you do and where did you get confused?
View ArticleWeibull distribuition
I do not know how you define the parameters for I do not know this distribution.My series is an asset and I need estimate Weilbull distribution for the return of the same.
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