Comments for Aptech

Comment on Making Your GAUSS Plots More Informative: Working with Legends by Eric

Eric — Tue, 25 Feb 2025 18:58:03 +0000

Hi! Welcome to GAUSS. If you want to make subplots using a grid layout, you can do so using the plotLayout function. Our previous blog, How to Create Tiled Graphs in GAUSS is a great resources for learning more about this function. Alternatively, if you want to add a subplot that overlaps with another plot, for example a plot within a plot, you should use the plotCustomLayout procedure. Best, Eric

Comment on Making Your GAUSS Plots More Informative: Working with Legends by OTHA

OTHA — Tue, 25 Feb 2025 18:02:07 +0000

Thanks Eric, I am new to GAUSS I have been struggling to make graphs. How do I make subplots like in MATLAB?

Comment on Why the GLS-unit root test with multiple structural breaks? by Eric

Eric — Mon, 09 Dec 2024 18:10:44 +0000

In reply to hduzcu. The Carrion-i-Silvestre, Kim, and Perron GLS-unit root test with multiple structural breaks is available in our TSDPLIB library. It provides support for time series unit root testing. The library is available for free with a current license of GAUSS.

Comment on Why the GLS-unit root test with multiple structural breaks? by hduzcu

hduzcu — Thu, 29 Aug 2024 12:32:27 +0000

Do you have any codes available for the Carrion-i-Silvestre test for time series? I want to apply this test separately for each series to check for stationarity, but I couldn't find any codes. Do you happen to have any?

Comment on The Quantile Autoregressive-Distributed Lag Parameter Estimation and Interpretation in GAUSS by Eric

Eric — Fri, 09 Jun 2023 17:41:16 +0000

Hi, Thanks for your comment. To answer your question, yes you can use more than 2 independent variables with the QARDl model. There are a few common causes of the G0121: Matrix not positive definite and G0048: Matrix singular error messages. Our blog, Diagnosing a singular matrix offers guidance on how to locate the cause of these errors. In addition, a good practice when obtaining these errors is to check for linear dependencies in your data. This can be quickly done using the corrx procedure. Eric

Comment on The Quantile Autoregressive-Distributed Lag Parameter Estimation and Interpretation in GAUSS by dronalv

dronalv — Fri, 02 Jun 2023 05:10:35 +0000

Hi Eric, I was wondering if QARDL module let us to process more than 2 independent variables since when I include more than 2 variables, Gauss23 indicates there was a error such as a singular matrix.

Comment on Fundamentals of Tuning Machine Learning Hyperparameters by cloudstakes

cloudstakes — Wed, 24 May 2023 07:13:52 +0000

Thank you for sharing this insightful article on the Fundamentals of Tuning Machine Learning Hyperparameters.

Comment on The Intuition Behind Impulse Response Functions and Forecast Error Variance Decomposition by Eric

Eric — Mon, 15 May 2023 14:26:43 +0000

Hello,

Thank you for your comment. I am happy you found the blog helpful!

In regard to your question about the graphs, the graphs are labeled such that the first variable listed is the response variable and the second is the shock variable. For example, the graph titled "Consumption to Income" reflects the response of consumption to the income shock.

Hope this helps!

Best,
Eric

Comment on The Intuition Behind Impulse Response Functions and Forecast Error Variance Decomposition by mash

mash — Wed, 03 May 2023 09:59:25 +0000

These articles are very helpful and well written. Thanks.

The figures appear mislabeled. The text indicates that these are IRF describing how an income shock affects income, consumption, and investment. They should be labeled INCOME TO … rather than … TO INCOME, no?

Comment on Introduction to the Fundamentals of Vector Autoregressive Models by Eric

Eric — Mon, 01 May 2023 16:38:13 +0000

In reply to kenyonl. Thank you for the positive feedback! I am happy to hear that you found it helpful.