search for: eview

Hi All, I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and...

hi all i have a question that about the eigen analysis found in R and in eviews. i used the same data set in the two packages and found different answers. which is incorrect? the data is: aa ( a correlation matrix) 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 now >...

When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > *...

...# Is it the right procedure? Coefficients: (Intercept) x 0.1410465 1.0023341 Correlation Structure: AR(1) Formula: ~1 Parameter estimate(s): Phi 0.440594 Degrees of freedom: 50 total; 48 residual Residual standard error: 0.9835158 THIRD, I do the same procedure with EViews as LS Y C X AR(1) and get Y = 0.1375 + 1.0024*X + [AR(1)=0.3915] My problem is actually connected with the fitting procedure. As far as I understand gls(y~x,correlation = corAR1(0.5))$fit is obtained through the linear equation 0.1410+1.0023*X while in EViews through the nonlinear equation Y...

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I have just encountered another problem and thought I'd post it to the list. In this case, Gretl and EViews give me similar estimations, but R is completely different. The EViews results and gretl results are below followed by the R results. The model is an ARIMA(0,1,2) with a si...

...ancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R and other softwares to different optimization algorithms. However, I think this is overstate the reason. I explain better. I fit arima models regularly using |forecast| or |fable| packages, besides using Stata, Eviews and Gretl. All these packages, except for R, give very consistent results with each other. I'll give one example using R, Eviews and Gretl. I'll use "BFGS" algorithm and observed hessian based standard errors (in Gretl and in Eviews). |library(GetBCBData) library(lubrid...

Dear HelpeRs, I wonder if anyone knows of ways to read EViews file types. I did not find a function in the package 'foreign' and a search query submitted to http://search.r-project.org was not successful. Any hint is very much welcome. Dietrich Trenkler -- Dietrich Trenkler c/o Universitaet Osnabrueck Rolandstr. 8; D-49069 Osnabrueck, Germa...

Dear Sir, First of all Happy Holidays!,... I am writing to you because I am a bit confused about ARCH estimation. Is there a way to find what garch() exactly does, without the need of reading the source code (because I cannot understand it)? In Eviews (the results at the end) I am getting different results than in R (for those that have the program I do: Quick -> Estimage Equation -> Method: ARCH -> y c x -> GARCH:0 & ARCH:1 -> ARCH-M term: none. Data can be downloaded from http://constantine.evangelopoulos.com/1.2.2-askhse...

Hello, I have time series and need to draw simple and partial correlograms with associated Q-statistics (the same as in EViews). Can I do it in R? Thanks --------------------------------- [[alternate HTML version deleted]]

...tistics subject itself. Even I did not do those using R. however still I want to post it here, because my hope is I could get help from great statisticians who are the very active member of this group. My problem is to interpret Variance decomposition of VAR model in layman's language. Using EViews I got following : Variance Decomposition of LN_FU: Period S.E. LN_SPOT LN_FU 1 0.024422 93.66959 6.330413 2 0.034838 94.36506 5.634938 3 0.042280 94.60712 5.392882 4 0.048540 94.30725 5.692747 5 0.054060 93.99039 6.009611 6 0.059042 93.67545 6.324554 7 0.063...

Dear I try to realize one scatter matrix which draws *one single variable to all variables* with *regression line* . You can see my eviews version in the annex . How can I draw this graph with R studio? Sincerely Engin YILMAZ

...e. > > Jim > > > On Mon, Nov 27, 2017 at 7:56 PM, Engin YILMAZ <ispanyolcom at gmail.com> > wrote: > > Dear > > > > I try to realize one scatter matrix which draws *one single variable to > all > > variables* with *regression line* . You can see my eviews version in the > > annex . > > > > How can I draw this graph with R studio? > > > > > > Sincerely > > Engin YILMAZ > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >...

...tocorrelation. But interestingly, there is no change in the plots, they are equal to the images above... Can anyone give advice on how to handle this problem? There is the possibility that I am clearly on the wrong path. I am still a beginner in using R. Furthermore, I did the same procedure with EVIEWS (also implementing AR(1) process) and the model gives different results for the coefficients and error terms. Regards Andi /Output EVIEWS: Dependent Variable: ROR_RESN Method: Least Squares Date: 05/25/12 Time: 17:17 Sample (adjusted): 2 125 Included observations: 124 after a...

Dear Berger and Jim Can you see my eviews example in the annex? (scattersample.jpg) Sincerely Engin 2017-11-27 13:27 GMT+03:00 Eric Berger <ericjberger at gmail.com>: > LOL. Great reply Jim. > (N.B. Jim's conclusion is "debatable" by a judicious choice of seed. e.g. > set.seed(79) suggests that making the r...

...much faster than R and it's multithread... Can you really notice the difference?. What dissadvantage does it have? I think it's based on R 2.10. but R already issued the version 2.12 Regards What alternative to R would you use in order to merge asynchronus time series?. SAS, Stata, eViews...? -- View this message in context: http://r.789695.n4.nabble.com/R-vs-SAS-and-Revolution-R-tp2261149p2261149.html Sent from the R help mailing list archive at Nabble.com.

Hi to all, In other statistical software, such as Eviews, it is possible to regress a model with the Least Squares method, assuming that the residuals follow an AR(q) process. For example the resulting regression is something like y = 1.2154 + 0.2215 x + 0.251 AR(1) How is it possible to do the same in R? Thank you very much in advance, Constantin...

Dear all, I've recently switched from EViews to R with RMetrics/fSeries (newest version of july 10) for my analysis because of the much bigger flexibility it offers. So far my experiences had been great -prior I had already worked extensively with S-Plus so was already kind of familiar with the language- until I got to the fSeries package....

....co.nz/Reproducibility.html [3] https://cran.r-project.org/web/packages/reprex/index.html (read the vignette) -- Sent from my phone. Please excuse my brevity. On November 27, 2017 2:59:10 AM PST, Engin YILMAZ <ispanyolcom at gmail.com> wrote: >Dear Berger and Jim > >Can you see my eviews example in the annex? (scattersample.jpg) > >Sincerely >Engin > >2017-11-27 13:27 GMT+03:00 Eric Berger <ericjberger at gmail.com>: > >> LOL. Great reply Jim. >> (N.B. Jim's conclusion is "debatable" by a judicious choice of seed. >e.g. >>...

...If I want to write a loop, say, to conduct some computation from 1983Q1 to 2011Q4, the only way I know is to convert the dates to the ordinal indices, 1, 2, 3...... Can we work with the dates? Is there any built-in equality that provides the computation like 1983Q1 +1 equals 1983Q2? In EViews, it is easy to do that. We can let %s run from 1983Q1 to 2011Q4, and he knows that 1983Q1+1 is exactly 1983Q2. Thanks very much for your reply! miao [[alternative HTML version deleted]]

Hi, I wanted to understand exactly how acf and pacf works, so I tried to calculate ac and pac manually. For ac, I used the standard acf formula: acf(k) = sum(X(t)-Xbar)(X(t-k)-Xbar))/sum(X(t)-Xbar)^2. But for pac, I could not figure out how to calculate it by hand. I understand that in both R and EVIEWS, it is done using the Durbin-Levinson algorithm by the computer. However, I don't understand exactly how the algorithm works just by looking at the algorithm. Does anyone know if there is a short cut to calculate pac by hand (or in a spreadsheet), or is it too complex of a procedure that a com...