EviewsR (version 0.1.5)

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

Description

Use this function to simulate a random walk process using an EViews engine from R, R Markdown or Quarto.

Usage

rwalk(
  series = "",
  wf = "",
  page = "",
  drift = NA,
  rndseed = NA,
  frequency = "",
  start_date = "",
  end_date = "",
  num_cross_sections = NA,
  num_observations = NA,
  class = "df"
)

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".

class

Class of the R object: df for dataframe, or xts for extendable time-series object.

See Also

Other important functions: EviewsR, create_object(), eng_eviews(), eviews_graph(), eviews_import(), eviews_pagesave(), eviews_wfcreate(), eviews_wfsave(), exec_commands(), export_dataframe(), export(), import_equation(), import_graph(), import_kable(), import_series(), import_table(), import_workfile(), import(), set_eviews_path()

Examples

library(EviewsR)
if (FALSE) {

# Simulate random walk and return as a dataframe object

rwalk(series="a b e",rndseed=12345,start_date = 1990,frequency="m",num_observations=100)

library(ggplot2)

ggplot(eviews$abe,aes(x=date))+geom_line(aes(y=a,color="a"))+
geom_line(aes(y=b,color="b"))+geom_line(aes(y=e,color="e"))+labs(colour='',x="",y="")

# To simulate random walk and return as an `xts` object

rwalk(series="X Y Z",rndseed=12345,start_date = 1990,frequency="m",num_observations=100,class="xts")

plot(eviews$xyz)

autoplot(eviews$xyz,facet="")+xlab("")


plot(eviews$XYZ)

# To simulate random walk series on existing workfile

eviews_wfcreate(wf="rwalk",page="rwalk",frequency="7",start_date=2020,end_date="2022")
rwalk(wf="rwalk",series="rw1 rw2 rw3",rndseed=12345,frequency="M")

head(eviews$rw1rw2rw3)
}