COMPUTABLE GENERAL EQUILIBRIUM
Thanks for your replies. How can I get the main eviews7 or 8? Hw much will it cost me? I really need it.
View ArticleSomewhat strange behavior in forecast combination
Thank you for the quick response!One other thing I noticed today: If I run the following command, trying to get only an in-sample combination by setting the forecast sample to equal training sample (I...
View ArticleCOMPUTABLE GENERAL EQUILIBRIUM
Thanks. What about the 7th edition? eviews7?? This version seems expensive.
View ArticleSomewhat strange behavior in forecast combination
Non-forecast period observations are set to actual. The observations post 2005 are not forecasts, but are actual values. In your case that is a little nonsensical, but in the general case where you...
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Somewhat strange behavior in forecast combination
Now that you are saying it out loud, it actually makes a lot of sense... Somehow when I was looking at them I wasn't able to see a reason. One minor suggestion: Is there anyway to easily match weights...
View ArticleFormat zeroline
Here is an example NOTE: you will need EViews 9Code:create u 10 series x=rnd-.5graph g.line x' note units are in graph virtual inches!x_9 = g.@axispos(9, "b") ' x pos at observation 9!x_10 =...
View ArticleSomewhat strange behavior in forecast combination
Could you give an example of that?Code:c0act.fcastavg(trainsmpl="2000q1 2005q4", forcsmpl="2000q1 2005q4", wgttype=mse, wgtname=www) c0n420 c0n421c0act.fcastavg(trainsmpl="2000q1 2005q4",...
View ArticleSomewhat strange behavior in forecast combination
I tried your code and indeed elements in the two vectors are in opposite order. But please see the attached screenshot. If I'm understanding the MSE table correctly, what the table gives are the...
View ArticleDynamic conditional correlation
Hi - I guess you have daily data. Quick and dirty solution to your problem: Get rid of the trend in both time series by taking the first difference. Then calculate/estimate the correlation between the...
View ArticlePCA - retrieving the original data
Hi Glenn, in the above posts you said to multiply by the std dev and add back the mean to recalculate the original dataset. If i choose the argument 'ucov' then am I right in thinking that I only need...
View ArticlePCA - retrieving the original data
Actually ignore previous post...keeping the argument as 'cov' - I think you only need to add back the mean. In your example I don't understand why you multiply by the std dev of the original time...
View ArticlePCA - retrieving the original data
You don't. I misspoke in the earlier post, I meant to say that "The example uses the correlation. I don't remember the option..." Apologies.
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Somewhat strange behavior in forecast combination
Thanks. By the way, how can I make an equaloption optional and set a default value (like in many built-in procs)? Also, I thought you said that there is a way to show "secondary" dialog box depending...
View ArticleSomewhat strange behavior in forecast combination
Not sure I understand the first question.Code:create u 10%txt = "some text"call diag1subroutine diag1 !ret = @uidialog("caption", "some dialog", "edit", %txt, "my edit", "button", "Advanced...
View ArticleSomewhat strange behavior in forecast combination
Thanks for the answer to the second question. I was being stupid with the first thing. I was in Stata mode and thought I must explicitly declare an option optional or mandatory...
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