Multiple rows in R code
Thanks, it's better than nothing. What about R libraries? Should I call them in the Eviews code or is it sufficient having them installed?
View ArticleMultiple rows in R code
You generally need to load a library in R:Code:xrun library(libname)
View ArticleHow to define scenarios for a model
Good afternoon,I am having trouble defining scenarios for o model I put together to solve four equations. I have read in many places that in order to create a "Scenario x", you just have to add the...
View ArticleHow to define scenarios for a model
You're a little sparse on details as to what you're trying to do.Assuming that you've created alternative series for some of the exogenous variables in the model, you need to tell the model to use...
View ArticleRunsTest
You can exploit the following relationship:Code:scalar zstat = @qnorm(1-pval/2)
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How to define scenarios for a model
Gareth, you should get a nobel price for being an angel. Thanks, man!
View ArticleDCCGARCH11
eastlight wrote:Hi trubador,If I have two return series (r1 r2) and two exogenous variables (i1 i2), I want to let i1 be the exogenous variable of r1, and let i2 be the exogenous variable of...
View ArticleTARCOINT
ascent74 wrote:I am trying to estimate the TAR and MTAR models.1) However, after reading the docs supplemented with add-in, and previous posts, it is not clear for me, what estimates it provides for...
View ArticleCrossvalid
I was not referring to a particular package. In-sample and/or out-of-sample forecasting exercise along with using appropriate evaluation criteria might be a good way to start. EViews has nice features...
View ArticleForecasting from a VAR
Depends on the type of seasonality, but in practice researchers usually seasonally adjust the variables before putting them into a VAR model. You can use seasonal dummies as regressors in a VAR model,...
View ArticleKalman filter HP equivalence
It is difficult to locate the problem without seeing the actual workfile, but:1) Make sure that you have extracted smoothed (not filtered) state variables.2) Make sure that the estimation is actually...
View ArticleDynamic conditional correlation
danroler wrote:Hi,I am new to econometrics and am using the student version (so no programming or addins). I am trying to calculate conditional correlation between 2 time series (Australian and...
View ArticleInference with GED distribution in GARCH models
It is hard to say without seeing the model and the workfile, but Student's t error distribution should be able to capture such a high kurtosis.
View ArticleModel specification issue
I am having issues trying to specify my regression equation. I am trying to evaluate the effects of a policy change that took place in 2008. My data range from 2002 to 2014. I would like to know...
View Articleprecedence of logical NOT
EV9 20150728 x86in User guide I p168, there is precedence order, but the logical "NOT" is absentCode:pagecreate(page=prec) u 8%a = "a"c = 100c(1) = (not %a="b") '0c(2) = (not (%a="b")) '1question: the...
View ArticleFetching units and/or currency for a Datastream series
Hi,I have been using the command to get different DS series, but wondering if we can also fetch the currency fo the series or the units?do we have any other fetch command? Can anyone help....
View Articleccc garch model
EV 9 ver 20150728 x86another bug: p726, Chapter 1. Object ReferenceGeneral Options: b Use Berndt-Hall-Hall-Hausman (BHHH) as maximization algorithm. The default is Marquardt.now the new options should...
View ArticleDCCGARCH11
trubador wrote:eastlight wrote:Hi trubador,If I have two return series (r1 r2) and two exogenous variables (i1 i2), I want to let i1 be the exogenous variable of r1, and let i2 be the exogenous...
View ArticleImporting Multiple Excel Worksheets in EViews7
Hi, I have never used the command window before when importing data from excel to EViews. I have learnt that there is a way of importing several worksheets at a go in EViews user forum, but failed to...
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