The first line of the file should be the model name, written as follows The example in the last section includes a sample MODELEZ file. If you want to use this format, save the model in a file using the methods and syntax described below. These can be computed by providing the model equations and parameters in MODELEZ syntax. The "structural coefficients" matrix needed by the algorithm is simply the block matrix. If the model has tau lags and theta leads, then we have the matrices H sub(negative tau).
The Anderson-Moore Algorithm defines and uses a matrix of structural coefficients for each lag and lead (and present state) in the model. In the second case, you will be able to import the structural matrices to EViews (if you like) regardless, you can execute all commands from within EViews.ġ.3.1 The Structural Coefficients Matrix H Needed by the Algorithm In the first case, the procedure is straightforward and will be explained below. Model in MODELEZ syntax in separate le (for details of MODELEZ syntax, see below) Structural matrices (the H matrices) already in EViewsĢ.
#HOW TO USE EVIEWS SOFTWARE UPDATE#
One need not repeat these commands in subsequent R session unless a package update is desired.Ĭurrently, there are two ways to get a model into a form usable by AMA:ġ.
#HOW TO USE EVIEWS SOFTWARE INSTALL#
To install or update the AMA package, start R and enter: If you do not see it on the list or if you prefer using the R command line to install the package enter: Using the command line installation alternative will allow you to try to load the package.) (The package may work for older versions of R, but it will not likely be available as a choice in the Load packages. Then, click on AMA to install the package. to get a list of packages to choose from. To install or update theAMApackage, start R and click on Packages > Load package. The EViews commands you will need to use from the EViews command line are xopen, xclose, xrun, xput, and xget.The first opens the connection to R the second closes this connection the third runs a command in that connection the fourth places an object into R and the fth brings an existing object in the R workspace into EViews. This comes automatically with almost all R distributions, however, and so you almost certainly already have it. Note: you need to have the `RJava' package installed.
Consequently, it may be necessary to use an R that is version 2.11.0 or later. (This technology is also used by the package R.matlab) This R package has not been tested on R versions lower than 2.11.0. (For Board computers, you will need to ask ARC to install this software.) This is the software that uses Microsoft's COM technology to connect EViews to R. You will need the "R and Friends" software, found here.