Switch Regression Model Problem
Could you rephrase your question so that it is understandable?
View ArticleEstimating a trimmed mean
Thanks a lot! Sorry for the delayed response.group_weights is matrix X, group_mom is matrix Y. do let me know if other information, is there any way i can loop and name?
View ArticleFOURVARIATE GARCH BEKK MODEL
Error messages are pretty clear. Scalar lr either end up with a very large or a negative number. I do not think playing with the starting values would be of much help. You are trying to build a very...
View ArticleBridge equation
Hello,I try to estimate variable of quarterly GDP with use of monthly indicators and I want to solve it with bridge equations. But I wonder how it should be done in EViews. The bridge equation is then...
View ArticleSVAR Problem
Hi,I am using SVAR for my thesis work. However, after creating both A and B matrices, while running SVAR model in Eviews 8, I am getting the error "Hessian of SVAR likelihood is singular at starting...
View ArticleFOURVARIATE GARCH BEKK MODEL
Thank you for your message. Could an increase in frequency be the solution?
View ArticleExtract k principal coomponents
Hi everyoneI would like to create all principal components representing 0.95 of the cumulative proportion of variance explained (PCA).This is what I have so far where CFP01 is the group name of a...
View ArticleHow to change both name and display name of variable
Hi,I've a bunch of variable I'm importing from a HTML page with the function wfopen. The webpage also provides names (that I want to change) and description (that I want to keep).Then I rename those...
View ArticleSeasonal Adjustment
Dear all,Do you know how can I remove seasonality from a series imposing the restriction that yearly totals of the seasonally adjusted series to equal those of the original series?I checked in...
View ArticleHow to change both name and display name of variable
You'll have to use the series.displayname command to change the displaynames separately.
View ArticleSeasonal Adjustment
You can probably do it via command using the spec= option to provide your own spec file.
View ArticleEstimating a trimmed mean
Thanks rahildevgan and Glenn, I am actually trying to address exactly the same estimation and very keen to read your followups.All the best.
View ArticleSVAR Problem
Thanks Gareth for your response.What do you mean by starting values?....do you mean the values in cells a11, a12?Thanks again!!
View ArticleSeasonal Adjustment
Thank you Gareth.I created a spec file with the contents: force{ lambda = 0.0 mode = ratio rho = 0.85 round = no start = oct target = calendaradj type = regress usefcst = no print = (none saa) save =...
View ArticleHow to save coefficients in a ls regression?
Hello!I am running a for-loop that performs a ls regression with two series (for every date). I would like to save the coefficients for the two variables for every regression in a matrix, but do not...
View ArticleHow to save coefficients in a ls regression?
Fourth examplehttp://forums.eviews.com/viewtopic.php?t=1638
View ArticleLine and 5year Max/Min range on the same seasonal graph
Hello. Sorry for the late reply.I am using Eviews 8, Standard Edition - May 6 2013 build.Thank you.
View ArticleGARCH system. Using stock prices to estimate default prob
Hi,I need help on running the GARCH system in Eviews. I'm working on a model using stock prices to estimate default probability.Here's the model:Rit = λt E(εmt, vit) + RFt + vit (15) --> Returns...
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