Conducting the Pearson's Correlation test
My model is as follows:Y=beta_0+beta_1*X_1+beta_2*X_2+beta_3*X_3+beta_4*X_4.I also have two other variables X_5 and X_6 which I have not included in this model since running the Wald test told me there...
View ArticleI need help in estimating the CCC model
EViews Gareth wrote:Software version.Thank you Gareth.
View ArticleSymmetry Plot Output Matrix
Hey everyone,I haven't contributed much to the community, so I want to improve on that.I have made a simple output matrix for the symmetry plot. As it stands, this isn't built-in in Eviews, but that...
View ArticleHelp needed with panel data estimation
Hi!I am examing the effect of the demographic transition in emerging Asia on my dependent varibale, the stock of FDI. According to the literature I used several control variables (GDP growth, trade...
View ArticlePanel Data - Identical Cross Section Values-UnitRoot test
Hello, my first post here.Using FE panel data, I am regressing economic growth on a set of variables for 149 countries, from 1996 to 2011. One of the regressors is the log of initial GDP per capita...
View ArticleSign Restricted VAR
Hi!Thank you for this really interesting add-in. Have you considered extending it with different priors and/or more than one structural shock?Best regards.
View ArticleScenarios giving the same output
I have a model with several equations and two scenarios. When I initially solved the model, I got different output for the two scenarios, as one would suspect. However, I then later changed one of the...
View ArticleImporting data description bug
It isn't a bug, it is by design. Importing will never change/overwrite attributes.
View ArticleThe forecasting process
Hi, for allhow to convert the differenced forecast series to the original series !!Thanks for your help.Regards,,
View ArticleThe forecasting process
Thanks a lot for your help.When I started with my series, I found my series is non-stationary.I converted my series to be stationary by using:: diff.And, I found the fit model in this case and I did...
View ArticleThe forecasting process
By default if you estimate an equation where the dependent variable is a difference, it will forecast the undifference values.
View ArticleThe forecasting process
http://www.eviews.com/Learning/forecasting.htmlSlide 44 onwards.
View Articlehttp://www.revommerce.com/ligandrol/
Heart patients usually experience changes in their ability to have interaction in and enjoy a broad vary of sexual activities, which will result in less frequent and fewer satisfying sexual...
View ArticleThe forecasting process
Thanks a lot for your cooperation.But here, If the model includes a lagged dependent variable. It matters for forecasting purposes whether the dependent variable is an auto series or not.My series not...
View ArticleStructuring bilateral data on excel
Hello,I have bilateral FDI inflows data varying across time and also bilateral data on distance between countries, and I want to import it to eViews 8. Other variables that I will use in the equation...
View ArticleThe forecasting process
So, in this case, we can write the first difference in the estimate equation as d(1) or not?? in order to work directly with the original series.What is your opinion??For example:Thanks for your help.
View ArticleSign Restricted VAR
Hi kkotarac,Thanks for your comment. Actually it is good point. To ensure orthogonality of structural shocks, some people suggest to use QR decomposition for a rejection method.However I could find the...
View ArticleUsing the last observation in a series as a scalar
Hi all,I have a series and I'd like to take the last observation of that series, which will change over time, and use it in a simple multiplication. Eg series1 is 1,2,3,4. I want to program an equation...
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