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If you do not have the structural coefficients matrix H already in the EViews workfile, but you have it in a MODELEZ file (say, myModel.mod) then to get the H matrix into R you would do the following, utilizing the AMA package's function genHmat: Run the command xput(hmat) (where hmat is the name I've chosen to give the matrix H (you can replace this with whatever name you'd like) If you have the structural coefficients matrix H already in the EViews workfile, then to place this matrix into R you would do the following: xrun 'library(AMA)' // this loads the AMA package Note: for an easy-to-use example, please see section 2 - Examples (page 5.)Д«efore carrying out any computations, you need to open the connection to R and load the AMA library.

#EVIEWS COMMANDS HOW TO#

For each function you will find a list of inputs as well as a description of each input, the function's output, and in some cases a short example of how to use the function. It is written in the R documentation standard. The example MODELEZ file will hopefully make this clearer.ДЇor details about the arguments to each function, please see the 'AMA-Manual'. mod file, the last line of the file should just be 'END' (without the quotation marks, and in all CAPS). Y - DELTA*LAG(Y, 2) - BETA*LEAD(IS, 3) - KДЄfter inputting all variables and equations into your. Y = DELTA*LAG(Y, 2) + BETA*LEAD(IS, 3) + K OR For example, if your model includes the equation Y sub(t) = delta*Y sub(t-2) + beta*I*S sub(t+3) + K you would write the equation in MODELEZ in one of the following two ways): Where leads and lags are appropriate, use LEAD(variablename, numberOfLead) or LAG(variablename, numberOfLag). The first is left hand side expression = right hand side expression the second can just list an expression, with no equals sign, which will be assumed equal to zero. The model equations can be written in two general forms. Next, list the variables (note: in the AMA formulation, all variables are considered endogenous) as follows:ДЄfter this, you'll need to list the equations. 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.ДЎ.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 EViewsДў.

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One need not repeat these commands in subsequent R session unless a package update is desired.Д¬urrently, there are two ways to get a model into a form usable by AMA:ДЎ.

#EVIEWS COMMANDS 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.

#EVIEWS COMMANDS SOFTWARE#

(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.

Eviews commands