EviewsR (version 0.1.2)

rwalk: Simulate a random walk process using an `EViews` engine from R.

Description

Use this function to simulate a random walk process using an `EViews` engine.

Usage

rwalk(series="",wf="",page="",drift=NA,rndseed=NA,frequency="m",
start_date="1990",end_date="2020",num_cross_sections=NA,num_observations=NA)

Value

An EViews workfile

Arguments

series

Names of series for the random walk.

wf

Object or a character string representing the name of a workfile to be created

page

Object or a character string representing the name of a workfile page to be created

drift

Numeric value as the drift term for random walk.

rndseed

Set the `seed` for `Eviews` random number generator.

frequency

Object or a character string representing the frequency of a workfile page to be created. Only letters accepted by EViews are allowed. For example u for undated, a for annual, m for monthly and so on.

start_date

Object or a character string representing the start date. It should be left blank for undated (when the frequency is u).

end_date

Object or a character string representing the end date. It should be left blank for undated (when the frequency is u).

num_cross_sections

Optional integer value. Include num_cross_sections in order to create an `EViews` balanced panel page using integer identifiers for each of the cross-sections.

num_observations

Numeric value. Specify the number of observations if the frequency="u".

See Also

Other important functions: EviewsR, create_object(), eng_eviews(), eviews_graph(), eviews_import(), eviews_pagesave(), eviews_wfcreate(), eviews_wfsave(), exec_commands(), export(), import_table(), import(), set_eviews_path()

Examples

library(EviewsR)
if (FALSE) {

rwalk(series="X Y Z",rndseed=12345,frequency="M",
num_observations=100)

plot(eviews$XYZ[[2]],ylab = "EViewsR",type = "l",col="red")

rwalk(wf="EviewsR_exec_commands",series="rw1 rw2 rw3",rndseed=12345,frequency="M")

head(eviews$rw1rw2rw3)
}