EViews

stom / stomna on a large balanced panel hangs indefinitely in EViews 14 (instant in EViews 12)

JMviews — Fri, 05 Jun 2026 08:47:45 GMT

Hi,

I think I've hit a performance regression in series-to-matrix conversion (stom / stomna) between EViews 12 and EViews 14.

I run a model stochastic solve and save the successful repetitions to a new page (the p= option on Model::stochastic). That creates a balanced panel page: 70,000 cross-sections (repetitions) x 20 quarters = 1,400,000 observations. Each tracked endogenous variable is an ordinary numeric series in that page, with valid data.

A single line:

stom(timeseries, target)

never returns. EViews goes to "Not Responding", the busy spinner stays up no error and no crash for hours. The identical operation on the identical data completes in well under a minute in EViews 12.

Is this a known regression in 13/14? I couldn't find any mention of stom/stomna in the 13 or 14 patch notes.

Is the slowdown specific to converting a panel-structured series - i.e. is unstructuring the page first the recommended workaround, or is there a better way to pull a 20 x 70,000 matrix out of a balanced-panel page?

Thanks.

Suggestions for my model

startz — Tue, 02 Jun 2026 17:36:11 GMT

You've done a very nice job so far and your questions are well-put. Here are a few thoughts.

ΔCultivatedArea is included strictly as a control variable to prevent the drought coefficient from absorbing the effect of physical land changes, not as a variable of independent interest.

You may want to think about whether droughts cause land to be withdrawn from cultivation. If so, you may want to rethink whether you want to control for the area cultivated. You do speak to this a bit at the end of your post, so maybe it isn't very important.

Your evidence suggests that autocorrelation is not very important. But it's easy to add AR(1) to the regression and see if your results are sensitive.

Why would you care about multicollinearity? Multicollinearity doesn't invalidate any of the regression results.

Normality is not very important. It matters a bit for the statistical tests when you only have 26 observations, but there's not a whole lot to be done about it.

One thing you might want to do if you haven't already is to do a scatterplot of production against drought conditions to see if there is any visual indications of a nonlinear relation.

Suggestions for my model

Agorhus — Tue, 02 Jun 2026 13:39:22 GMT

Hi everyone, I am an undergraduate economics student working on this model, I am posting here not just to get answers, but genuinely to learn and test my own understanding of the methodology I applied. Any feedback, criticism, or suggestions are welcome.I want to understand where I might be wrong. The primary objective of this model is to isolate and quantify the effect of meteorological drought, measured by the SPEI_7 index, on annual barley production. ΔCultivatedArea is included strictly as a control variable to prevent the drought coefficient from absorbing the effect of physical land changes, not as a variable of independent interest

Here is my setup

Model: Production_t = β0 + β1SPEI7_t + β2ΔCultivatedAreat + ε_t

(n=26).(due to differencing)

t=year

Where:

PRODUCTION: Annual barley production (tonnes)

SPEI_7: 7-month SPEI index for August

ΔCultivatedArea: First difference of barley cultivated area

Steps followed:

ADF unit root tests (intercept for PRODUCTION and SPEI_7; intercept+trend for CultivatedArea due to visible deterministic trend)

First-differenced CultivatedArea to achieve stationarity

Pearson correlation matrix to check multicollinearity (r = -0.081 between SPEI_7 and ΔCultivatedArea)

OLS estimation

Breusch-Godfrey test for autocorrelation (lag=1)

Breusch-Pagan-Godfrey test for heteroskedasticity

Jarque-Bera and Shapiro-Wilk tests for normality of residuals

Ramsey RESET test for functional form (F p=0.8856)

Results:

SPEI_7: β=874,320, p=0.0021 (significant at 1%)

ΔCultivatedArea: β=1.983, p=0.0188 (significant at 5%)

R²=0.453, Adjusted R²=0.401, F p=0.0014

All diagnostic tests passed (no autocorrelation, no heteroskedasticity, normality satisfied, correct functional form

MY QUESTIONS:

Two of the diagnostic tests produced borderline results that I would like to highlight:

1. Breusch-Godfrey Test (Autocorrelation)

Chi-Square p = 0.0691

F p = 0.0874

Both values exceed the 0.05 threshold, so the null hypothesis of no autocorrelation cannot be rejected. However, the margin is relatively narrow. I am wondering whether this should be a concern or whether it is simply a consequence of the small sample size (n=26).

2. Shapiro-Wilk Test (Normality of Residuals)

p = 0.0532

The null hypothesis of normality cannot be rejected, but the result is marginally above the critical value. Again, I suspect this may be related to the limited number of observations.

With only n=26 observations, ADF unit root tests are known to have low power. Is there a more appropriate test for this sample, and should I run both for robustness?

While I argue that SPEI_7 is strictly exogenous, the same argument does not hold for ΔCultivatedArea, as annual planting decisions may be correlated with omitted socioeconomic variables such as input costs or government subsidies. However, since the correlation between SPEI_7 and ΔCultivatedArea is negligible (r=-0.081, p=0.73), I argue that even if the ΔCultivatedArea coefficient is biased, this does not contaminate the SPEI7 estimate. Is this reasoning valid, or should I be more concerned about the potential endogeneity of ΔCultivatedArea?

PNG graph.save(t=png,d=300) exports at ~96 DPI metadata, not 300 DPI

EViews Matt — Mon, 01 Jun 2026 23:23:56 GMT

Hello,

You're correct that the DPI information wasn't being recorded correctly. The next patch to EViews 14 will include a fix for this issue.

Merging datasets

EViews Gareth — Mon, 01 Jun 2026 07:50:05 GMT

Here's a stab.

Code:

[code]mode quiet

close @all

import(page=key) .\key.txt @freq u 1

%name = @wright(@wlookup("*"), 1)

rename {%name} name

%name = "name"

rename series* key*

%keys = @wlookup("key*")



%objects = @wdelim( _

    @wreplace( _

        "vintage year " + %keys + " " + "value01 value02 value03 value04", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

pageload(page=data) .\data.txt nonames names=({%objects})



'attempt0

d vintage

copy(nacat) key\name data\name @src key01 key02 @dest key01 key02

pagestack value? 

series date = @dateval(@str(year)+"Q"+var01)

d id01 key var01 year

pageunstack name date

d value name

rename value* *[/code]

Simple pageunstack gone wrong

EViews Gareth — Sat, 30 May 2026 13:00:05 GMT

Yeah, that’s not a bad way to do it.

Merging datasets

paues — Sat, 30 May 2026 09:29:42 GMT

I think that I have the second case sorted with the code that I posted. But the first case still eludes me.

In the end I want to create a quarterly dated page with a range from 1993Q1 to 1997Q4 with the series name_a, ..., name_i. The quarterly values for each series is in the four last columns of data.txt. The first column in data.txt is irrelevant. The second column is the year. If the third and fourth columns in data.txt match the first and second column in key.txt, then the resulting series should pick its name from the third column of key.txt.

Simple pageunstack gone wrong

paues — Sat, 30 May 2026 09:17:54 GMT

And then loop over the pool name and create the missing series? Something like this:

Code:

[code]pageload .\test.txt

pageunstack name dateid @ value

if @isempty(@wlookup("value", "group")) then

    %crossids = name.@crossids

    for %crossid {%crossids}

        copy value value{%crossid}

    next

endif

delete name value dateid

rename value* *[/code]

Simple pageunstack gone wrong

EViews Gareth — Sat, 30 May 2026 06:17:23 GMT

The issue is that because there is no between cross-section variation (a and b are identical), when you stack, EViews does the "smart" thing in realising you don't need two different value series, so it condenses down to a single series, called value. Then when you do the tidyup step, you delete it.

Really the only way around this is to test whether there are any series called VALUE[X] before doing the tidyup.

Merging datasets

EViews Gareth — Sat, 30 May 2026 06:08:38 GMT

Are you still having issues with the first case (or the second)? I took a look, but think I need more information on what you're trying to do. I put a stop right before your "attempt 1", just to load the two pages and do the renames. But after that I can't see what you're trying to accomplish - how you match the series/ids etc.... Could you describe more?

Simple pageunstack gone wrong

paues — Sat, 30 May 2026 04:46:43 GMT

I want to import the attached (minimal) text files and unstack them into dated pages with two series: a and b. The text files differ with respect to the value column. The first file (test.txt) has variation in both the name and time dimension (i.e. all unique values), the second (test2.txt) has variation in the name dimension and the third (test3.txt) has variation in the time dimension.

test.txt

Code:

[code]name    period    value

a    2000    1

a    2001    2

b    2000    3

b    2001    4[/code]

test2.txt

Code:

[code]name    period    value

a    2000    1

a    2001    1

b    2000    2

b    2001    2[/code]

test3.txt

Code:

[code]name    period    value

a    2000    1

a    2001    2

b    2000    1

b    2001    2[/code]

I thought that the following two steps would have worked for all the files.

First load the page and unstack it

Code:

[code]pageload .\test.txt

pageunstack name dateid @ value[/code]

to get the series valuea and valueb (as well as a series dateid, a pool name and a group value) and then do some cleanup

Code:

[code]delete name value dateid

rename value* *[/code]

And this does work for the first two files, test.txt and test2.txt. But for test3.txt the first step doesn't create the series valuea and valueb (nor the group value) but instead a single series value. And then the second step naturally results in an empty page (albeit correctly dated).

What to do?

Merging datasets

paues — Wed, 27 May 2026 18:06:50 GMT

This seems to handle the second case:

Code:

[code]mode quiet

close @all

import(page=key) .\key.txt @freq u 1

%name = @wright(@wlookup("*"), 1)

rename {%name} name

%name = "name"

rename series* key*

%keys = @wlookup("key*")



%objects = @wdelim( _

    @wreplace( _

        "vintage year " + %keys + " " + "value01 value02 value03 value04", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

pageload(page=data) .\data.txt nonames names=({%objects})



pagecopy(page=data_key)

copy(merge,nacat) key\* data_key\ @src key01 key02 @dest key01 key02

show key* name vintage year value*[/code]

Merging datasets

paues — Wed, 27 May 2026 11:55:58 GMT

I'm trying to do either a one-to-many or a many-to-one merge of two datasets (attached). The program file where I try to do it is below.

Code:

[code]mode quiet

close @all

import(page=key) .\key.txt @freq u 1

%name = @wright(@wlookup("*"), 1)

rename {%name} name

%name = "name"

rename series* key*

%keys = @wlookup("key*")



%objects = @wdelim( _

    @wreplace( _

        "vintage year " + %keys + " " + "value01 value02 value03 value04", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

pageload(page=data) .\data.txt nonames names=({%objects})



' Attempt 1

pageselect key

pagecopy(page=key_data)

import(type=txt, resize) _

    .\data.txt _

    colhead=0 _

    names=({%objects}) _

    @id {%keys} _

    @destid {%keys}

show key* name vintage year value*



' Attempt 2

pageselect data

pagecopy(page=data_key)

%names = @wdelim( _

    @wreplace( _

        %keys + " " + "name", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

import _

    .\key.txt _

    colhead=0 _

    names=({%names}) _

    @id {%keys} _

    @destid {%keys}

show key* name vintage year value*

[/code]

The first attempt (one-to-many) results in a page "key_data" where only the first occurrence of the id series in data.txt is matched and only if the id series doesn't contain any NA values. The second attempt (many-to-one) results in a page "data_key" where only the first occurrence of the id series in data.txt is assigned the name column and only if the id series doesn't contain any NA values.

What am I doing wrong?

(The end goal is to stack the value?? columns and create a page with quarterly frequency.)

Eviews 14 Link Command Issue

EViews Gareth — Tue, 26 May 2026 19:00:50 GMT

Yes, you cannot redeclare the link if it already exists. We'll take a look to see if we can improve that behaviour.

In the meantime, yes, you'd have to delete it first.

Eviews 14 Link Command Issue

oleviasharbaugh — Tue, 26 May 2026 17:57:29 GMT

I am having an EViews issue that I think relates to the fact that we recently updated from EViews 12 to EViews 14.

When I run this code in EViews 14:

Code:

[code]for %y {%states}

    link amuse_area_{%y}_nsa

    amuse_area_{%y}_nsa.linkto(c=s) area\amuse_area_{%y}_nsa_1

next[/code]

I get this error:

AMUSE_AREA_AK_NSA already exists and may not be modified

in "LINK AMUSE_AREA_AK_NSA" in AMUSESOLVE.PRG on line

125.

But this is the way we always ran this program in Eviews 12 and we never had an issue. I have looked this up online and the only way I've come across to fix it is to delete the series before linking. Is that truly the best way to do this?

@logmode?

EViews Gareth — Mon, 25 May 2026 18:35:17 GMT

You mean determine what it is currently set to? No, unfortunately not.

@logmode?

paues — Fri, 22 May 2026 05:24:32 GMT

Is there some way to read the current log mode? (Though I haven't tried personally, I get the impression that it is possible to be writing to several logs at once, which probably complicates matters.)

PNG graph.save(t=png,d=300) exports at ~96 DPI metadata, not 300 DPI

ikarib — Tue, 19 May 2026 16:45:59 GMT

Hi EViews team,

I think there may be a bug in PNG export DPI metadata.

I exported graphs with commands like:

Code:

[code]  rer_trends.save(t=png,d=300) "RER_trends.png"

  rer_irf.save(t=png,d=300,w=8,h=5) "RER_IRF.png"

[/code]

The program runs successfully and the PNG files are created, but the resulting files do not appear to be tagged as 300 DPI. Both files are 96 DPI.

The pixel dimensions are large enough, so d=300 may be affecting export sizing, but the PNG resolution metadata/pHYs chunk is still written as ~96 DPI. This causes automated checks and downstream publishing workflows that inspect DPI metadata to fail.

Expected behavior: save(t=png,d=300) should produce a PNG whose horizontal and vertical DPI metadata are 300.

Can you confirm whether d=300 is intended to set PNG DPI metadata, and if so whether this is a known issue?

Thanks.

Weird behavior relating to scope and local subroutines

paues — Tue, 19 May 2026 06:52:58 GMT

Progress? Has the bug been looked into yet?

Get date format for active page?

paues — Sun, 17 May 2026 05:05:48 GMT

Indeed. But then once in a while, it doesn’t. And then it’s harder to build something dependable on it.

Get date format for active page?

EViews Gareth — Sat, 16 May 2026 22:02:11 GMT

@dateval usually just figures it out without needing a format

Get date format for active page?

paues — Sat, 16 May 2026 15:17:00 GMT

I want to be able to take a date string specified in the format of current page and then unambiguously convert that string to a date value.

Get date format for active page?

EViews Gareth — Sat, 16 May 2026 12:44:49 GMT

No, it is a global setting in EViews.

I think there's probably an easy way to do what you want, but I don't understand, yet, what you're trying to do.

Get date format for active page?

paues — Fri, 15 May 2026 05:55:35 GMT

By "machine based", do you mean that it depends on the locale of the machine?

Get date format for active page?

paues — Fri, 15 May 2026 05:53:03 GMT

I was thinking date format. On a typical quarterly page, I'd like to get back "YYYY[Q]Q". I have often found code like this

Code:

[code]%old_date_format = @word( _

    "YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY " _

    + "YYYY[S]S YYYY[Q]Q YYYY[M]MM " _

    + "DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY", _

    @wfindnc( _

        "20Y 10Y 9Y 8Y 7Y 6Y 5Y 4Y 3Y 2Y A " _

        + "S Q M " _

        + "BM F T W D7 D5", _

        @pagefreq _

    ) _

)

%new_date_format = "YYYY[M]MM"

%date_in_new_format = @datestr(@dateval(%date_in_old_format, %old_date_format), %new_date_format)[/code]

which feels unstable and could be avoided if EViews supplied something like @pagedateformat to use instead of the unwieldy (and incomplete) expression for %old_date_format.

Get Series with DisplayNames while using Show

EViews Gareth — Thu, 14 May 2026 22:37:27 GMT

No, the spreadsheet view of a group does not allow you to use displaynames instead of actual names.

You could write a quick add in that does it for you. Freeze the spreadsheet view of the group into a table, loop through the columns replacing the text in the first row with the displayname of the series instead of the actual name, and then displaying that table in the group.

Get date format for active page?

EViews Gareth — Thu, 14 May 2026 22:34:26 GMT

format or frequency? @pagefreq give the frequency.

Format is machine based, not page/file based.

Get date format for active page?

paues — Wed, 13 May 2026 06:45:18 GMT

Is it possible to get the date format of the current page? So that I know that @dateval gives me the correct value.

Get Series with DisplayNames while using Show

nidhijain — Wed, 13 May 2026 04:56:28 GMT

I have series in my workfile as for example:

GDP, PP_PR_US, PP_PR_IN.

Using these names as they are handled in programs.

I have given them certain understandable displaynames as :

GDP : Gross Domestic Product

PP_PR_US : Price of UnitedStates

PP_PR_IN : Price of India.

Now what i want is, when i run the show command as :

show gdp PP_PR_us pp_pr_in

then in the result window, instead of getting these regular names on top of series, can i get the displaynames.

Attaching the screenshot.

Export to excel with equation/formula

EViews Gareth — Tue, 12 May 2026 15:57:35 GMT

Not built in, no

Get Series with DisplayNames while using Show

EViews Gareth — Tue, 12 May 2026 15:56:32 GMT

I don't follow what you want here.

The show command is used to display a view of an object.

You could use

Code:

[code]

show object.label

[/code]

which would display the label view, that has the displayname as one of the entries?

Export to excel with equation/formula

nidhijain — Tue, 12 May 2026 04:08:50 GMT

I am exporting certain calculative series in the excel. These are getting calculated with direct equation written in program or through the models.

While exporting, is there a way, that the formula of the series remain intact and exported to excel as well.

For example, if

seriesA = seriesB+3.05+seriesC(-1)

If i am exporting all these series in excel, SeriesA should maintain it's formula in excel as well. Any change in values, will recalculate the data of SeriesA directly

Get Series with DisplayNames while using Show

nidhijain — Tue, 12 May 2026 04:04:02 GMT

Is there a way that if i use SHOW command, i get the display names of the series rather than the usual name, the same way as it show in charts.

Show gdp, should display the series with "Gross Domestic Product).

In case, if SPOOL is teh only option to achieve this, how do we show multiple series from spool for comparison,

like if i added, GDP, Crude, demand, supply... these four series in SPOOL, i don't want the tree structure display mode.

Can it be displayed like regular SHOW command, so i can compare the data of these series same as in spreadsheet

Valid names for options?

EViews Gareth — Sun, 10 May 2026 20:38:42 GMT

Probably

Valid names for options?

paues — Sun, 10 May 2026 11:56:28 GMT

Are the requirements for valid option names (“hasoptions” and “equal options”) the same as for object names?

shell not working

paues — Sat, 09 May 2026 05:25:35 GMT

When I enter

Code:

[code]shell[/code]

in the command prompt, I get the following error message:

Unable to create process: Katalognamnet är

felaktigt.

.

It translates to "Fault path name". I think that the error code is ERROR_BAD_PATHNAME. It seems to occur when @datapath refers to a nonexistent folder, which can occur if the folder is deleted outside of Eviews. If this is the case Eviews tries to start the process with a nonexistent working directory.

Perhaps this should be caught by Eviews and given a less opaque error message. But I'm not entirely sure.

How to break out of called program from within subroutine?

EViews Gareth — Thu, 07 May 2026 21:16:29 GMT

I believe return will exit out of a subroutine, if in one, and exit out of a program otherwise. So, exiting out of a program whilst in a subroutine I think is not possible in one go.

How to break out of called program from within subroutine?

paues — Thu, 07 May 2026 18:13:37 GMT

Is there some way in the setup below to break out of child.prg from the subroutine childsub and return to parent.prg? The desired solution would show the dialog box "after child" but none of the other two.

parent.prg

Code:

[code]exec .\child.prg

@uiprompt("after child")[/code]

child.prg

Code:

[code]call childsub

@uiprompt("after childsub")



subroutine childsub

  ' Break out of child.prg here

  @uiprompt("after breakout")

endsub[/code]

Saving graphs as pdf

EViews Gareth — Thu, 07 May 2026 14:53:35 GMT

Sorry, opacity and anti-aliasing.

Saving graphs as pdf

Dag Kolsrud — Thu, 07 May 2026 08:59:49 GMT

Opacity options have been tried before and did not help, see communications in June 2024 with EViews Steve.

%hasoptions and/or %equaloptions

paues — Wed, 06 May 2026 16:30:27 GMT

That’s great! Exactly what I was looking for :-)

%hasoptions and/or %equaloptions

EViews Gareth — Wed, 06 May 2026 16:08:54 GMT

But, you can return the list of options provided with the @getoptions function:

Code:

[code]

%options = @getoptions

[/code]

You can retrieve the ith option with @option:

Code:

[code]

%firstoption = @option(1)

[/code]

%hasoptions and/or %equaloptions

EViews Gareth — Wed, 06 May 2026 16:03:28 GMT

I don't understand what you're asking here.

%hasoptions and/or %equaloptions

paues — Wed, 06 May 2026 14:52:14 GMT

A called program's arguments are stored in %args. But can I check what @equaloption's and @hasoption's it was called with without know them in advance? There doesn't seem to be variables %hasoptions and/or %equaloptions

Saving graphs as pdf

EViews Gareth — Mon, 04 May 2026 16:42:01 GMT

I think both issues are due to opacity - opacity doesn't work well with dashed lines. If you turn off opacity for all the lines in the chart, it should behave better.

Saving graphs as pdf

Dag Kolsrud — Mon, 04 May 2026 07:36:14 GMT

My email on April 27had 2 attachments; a workfile and a program. The program produces 3 figures, which are collected in a spool, on a quarterly page called 'grpahs'. In Statistics Norway we experience 2 problems:

1) Graph lines in the figure code with the "dash" attribute do not always appear dashed in EViews. Sometimes they are graphed solid rather than dashed despite the dashed attribute. The dash attribute does not seem to work when variables on a page with higher frequency are graphed from a page with lower frequency. That is what my email from April 27 tries to explain.

2) Another problem is that when graphed lines appear correctly as dashed in EViews, they get saved to file in the pdf format as solid lines in EViews 14, but correctly as dashed lines in EViews 12 using the printer driver "Microsoft Print to PDF.

I appologize for combining rather than clearly separating the two problems. However, I still hope you can understand and investigate the problem from the previously attached files.

Sincerely, Dag

Timing when specifying state-space model

ssmodeller — Fri, 01 May 2026 23:38:39 GMT

Hi

Say I specify a state-space model in the following way:

@signal y = x + [ename=e1, var = (sigma(1)+dummy*sigma(2))^2]

@state x = x(-1) + [ename=e2, var = (sigma(1)+dummy*sigma(2))^2]

where dummy is 1 in period t1. Am I right in thinking that when "x" is written in a signal equation, it means "x(t)", but when "x" is written in a state equation, it means "x(t+1)"? But "dummy" always means "dummy(t)", whether it's in a state or signal eq?

So as written, the signal-equation dummy will affect y in period t1, but the state-equation dummy will affect x and y in period t1+1, even though it's the same variable?

Thanks!

average of two series

startz — Fri, 01 May 2026 13:46:15 GMT

Code:

[code]series x = (a+b+c)/3[/code]

average of two series

EViews Gareth — Thu, 30 Apr 2026 17:10:19 GMT

Code:

[code]

group mygrp a b c

series x = @rmean(mygrp)

[/code]

average of two series

houji — Thu, 30 Apr 2026 16:07:45 GMT

Hi,

I would like to create a series X that is the average of a few other series (a,b,c, etc).

Is there a function in Eviews that would give me

Code:

[code]series x = average(a,b,c)[/code]

?

Thanks!

Houji

Saving graphs as pdf

EViews Gareth — Tue, 28 Apr 2026 15:33:11 GMT

Sorry, I'm getting quite lost.

As far as I can tell, the issue you are experiencing is that you have a graph object that when saved to disk as a PDF, the dashed lines don't appear.

Do you have a workfile we can use that has such a graph object?

Saving graphs as pdf

Dag Kolsrud — Tue, 28 Apr 2026 14:04:48 GMT

"ps graphs" selects a quarterly page in the workfile "data_xchange_housing_oil" which contains the figures and the spool. When issuing a line command from that page the result gets stored there, but the graphs of series on other pages with higher frequencies, e.g. the page "w" with weekly frequency, do not get dashed. If you uncomment the "ps w" command on line 63, the graphs get dashed. Why does the different frequencies decide whether a series get dashed or not?

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

capuchin — Mon, 27 Apr 2026 19:37:05 GMT

It seems to help to put each individual fetch on its own line of code instead of looping a fetch command, but it's a real nightmare.

I guess now I need to add 20 lines of code to each FRED fetch command in order to not fail! Thanks for the lines.

Saving graphs as pdf

EViews Gareth — Mon, 27 Apr 2026 14:33:10 GMT

Line 27 of the program:

Code:

[code]

ps graphs

[/code]

What's that?

Saving graphs as pdf

Dag Kolsrud — Mon, 27 Apr 2026 13:23:00 GMT

I have attached a small workfile with sereis of different frequencies on different pages and a program that creates three figures and collects them in a spool. The results show that when a forecast seires is graphed from a page with lower frequency, it does not get dashed. In the first figure produced by the program, the following commands (where w denote a page with weekly frequecy) executed from from a page with quarterly frequency produce a figure with solid rather than dashed forecasts:

graph {%gr}.line(x) w\noki44_h w\noki44_f w\nokeur_h w\nokeur_f w\nokusd_h w\nokusd_f '

    {%gr}.setelem(1) linecolor(@rgb({%color1})) linepattern(solid) legend(%serie1) axis(l) linewidth(!linewidth)

    {%gr}.setelem(2) linecolor(@rgb({%color1})) linepattern({%dashline}) legend() axis(l) linewidth(!linewidth)

    {%gr}.setelem(3) linecolor(@rgb({%color2})) linepattern(solid) legend(%serie2) axis(r) linewidth(!linewidth)

    {%gr}.setelem(4) linecolor(@rgb({%color2})) linepattern({%dashline}) legend() axis(r) linewidth(!linewidth)

    {%gr}.setelem(5) linecolor(@rgb({%color3})) linepattern(solid) legend(%serie3) axis(r) linewidth(!linewidth)

    {%gr}.setelem(6) linecolor(@rgb({%color3})) linepattern({%dashline}) legend() axis(r) linewidth(!linewidth)

If graphed from a page with weekly frequency, the forecasts get dashed as instructed. The problem of color was due to some forecast series containing the history. Removing the history form the forecast series solved the problem.

bug .testbtw

rousing — Sat, 18 Apr 2026 06:47:58 GMT

Thanks a lot :)

bug .testbtw

EViews Gareth — Fri, 17 Apr 2026 21:53:23 GMT

Found, will be fixed in next patch.

bug .testbtw

rousing — Fri, 17 Apr 2026 19:09:57 GMT

just checked it at home with a fully up-to-date version, it still creates the output for testing the mean and not the variance which "vars" should trigger

bug .testbtw

EViews Gareth — Fri, 17 Apr 2026 15:44:43 GMT

This works on the latest version of EViews 14. Can you check it on yours?

Code:

[code]

wfcreate m 1990 2025

series x=nrnd

series y=nrnd

group _grp x y



show _grp.testbtw(vars)

[/code]

bug .testbtw

rousing — Fri, 17 Apr 2026 15:39:52 GMT

Hi

when running _grp.testbtw(var) or _grp.testbtw(vars) with a group containing two series the results for the mean gets produced and not ones relating to the variance.

Best regards

Rasmus

Eviews 14, May 19 2025 build

14C08223

Saving graphs as pdf

EViews Gareth — Fri, 17 Apr 2026 15:20:34 GMT

Do you have a simple example we can examine?

Saving graphs as pdf

Dag Kolsrud — Fri, 17 Apr 2026 13:14:06 GMT

In Statistics Norway we try to use Eviews as much as possible for building, maintaining and using a large macro model, and also for producing tables and figures/graphs. Unfortunately, after EViews12, we experience problems with graphing and have to use EViews12 to get dashed lines that look good when saved to disk (as pdf files) (se previous entries in this tread). When I try to replace dashed lines (for forecasts) with solid lines with the same color/hue but lighter tint (than the historical series), both get the same color. If I try to give them different colors, they still get the same color:

if !eviews_versjon = 12 then 'EViews12

    {%gr}.setelem(1) linecolor(@rgb({%color1})) linepattern(solid) legend(%serie1) axis(l) linewidth(!valuta_linewidth )

    {%gr}.setelem(2) linecolor(@rgb({%color1})) linepattern(DASH1) legend() axis(l) linewidth(!linewidth)

    {%gr}.setelem(3) linecolor(@rgb({%color2})) linepattern(solid) legend(%serie2) axis(r) linewidth(!valuta_linewidth )

    {%gr}.setelem(4) linecolor(@rgb({%color2})) linepattern(DASH1) legend() axis(r) linewidth({!linewidth})

    {%gr}.setelem(5) linecolor(@rgb({%color3})) linepattern(solid) legend(%serie3) axis(r) linewidth(!valuta_linewidth)

    {%gr}.setelem(6) linecolor(@rgb({%color3})) linepattern(DASH1) legend() axis(r) linewidth(!linewidth)

else 'EViews14

    {%gr}.setelem(1) linecolor(@rgb({%color1})) linepattern(solid) legend(%serie1) axis(l) linewidth(!valuta_linewidth )

    {%gr}.setelem(2) linecolor(@rgb({%color2})) linepattern(solid) legend() axis(l) linewidth(!linewidth)

    {%gr}.setelem(3) linecolor(@rgb({%color3})) linepattern(solid) legend(%serie2) axis(r) linewidth(!valuta_linewidth )

    {%gr}.setelem(4) linecolor(@rgb({%color1})) linepattern(solid) legend() axis(r) linewidth({!linewidth})

    {%gr}.setelem(5) linecolor(@rgb({%color2})) linepattern(solid) legend(%serie3) axis(r) linewidth(!valuta_linewidth)

    {%gr}.setelem(6) linecolor(@rgb({%color3})) linepattern(solid) legend() axis(r) linewidth(!linewidth)

endif

Why can we not format the line type in EViews 13 and 14?

Graph Issue: Dashed Line Saving as Solid Line

Dag Kolsrud — Fri, 17 Apr 2026 12:53:00 GMT

In Statistics Norway, we experience similar problems with dashed lines in both EViews 13 and 14, while we have no problems with dashed lines in EViews 12 (which we continue using fro graphing purposes only). In Eviews 14, I have tried to replace dashed lines with solid lines of the same color, but a lighter tint to separate the historical data from the forecasted continuation. That does not work either. The two lines get the same color even if I specify completely different colors. My question is:

Havecertain graph related functions within EViews12 been 'outsourced' to / replaced by similar Windows functions which introduce incompatibilities that could be the cause of the problems?

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Thu, 16 Apr 2026 14:02:42 GMT

great news, thanks

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Matt — Wed, 15 Apr 2026 23:15:59 GMT

Hello,

A fix will be included in the new EViews patch.

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Wed, 15 Apr 2026 13:02:53 GMT

much appreciated!

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Gareth — Tue, 14 Apr 2026 21:17:27 GMT

ok, we'll take a look and get a fix.

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Tue, 14 Apr 2026 20:21:00 GMT

Could you update to the latest version to see if that fixes it?

I updated to the latest version (March 4 2026 build), but unfortunately I still have the same problem

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Tue, 14 Apr 2026 17:30:36 GMT

My organization is currently blocking updates. But I'll complain and get on their case and update you. Thanks

Difficulty extracting p-values from PySDTest objects via EViews xrun

papel — Tue, 14 Apr 2026 04:51:29 GMT

Thank you!

Difficulty extracting p-values from PySDTest objects via EViews xrun

EViews Gareth — Mon, 13 Apr 2026 23:46:52 GMT

Not really EViews, but...

Code:

[code]

xrun pval = my_test_fsd.result["p_val"].item()

xget pval

[/code]

Difficulty extracting p-values from PySDTest objects via EViews xrun

papel — Mon, 13 Apr 2026 16:57:25 GMT

Dear Gareth,

Below you can find the programm that I am using. The programm generates the following results in the Log: Python Output. I need a way to bring the pvalue back in Eviews. I also attach the Eviews workfile that I am using

Kind regards,

Timotheos

______________________

Log: Python Output

#--- Testing for Stochastic Dominance -----#

* H0 : sample1 first order SD sample2

#-------------------------------------------#

*** Test Setting ***

* Resampling method      = paired_bootstrap

* SD order      = 1

* # of (sample1)      = 2000

* # of (sample2)      = 2000

* # of bootstrapping      = 100

* # of grid points      = 200

#-------------------------------------------#

*** Test Result ***

* Test statistic      = 0.2846

* Significance level      = 0.05

* Critical-value      = 0.6174

* P-value      = 0.8500

* Time elapsed      = 2.35 Sec

'______________________________________

xopen(p)

xrun import pysdtest

' Send the data

xput data_a data_b

' 3. Load Libraries

xrun import numpy as np

xrun import pandas as pd

xrun import pysdtest.pysdtest as sd

' 1-dimensional NumPy arrays

xrun a_vals = np.array(data_a).flatten()

xrun b_vals = np.array(data_b).flatten()

' 4. Run LMW (2005) TEST

%kind_test = "'paired_bootstrap'"

' --- ΕΛΕΓΧΟΣ 1ης ΤΑΞΗΣ (FSD) ---

xrun my_test_fsd = pysdtest.test_sd(a_vals, b_vals, ngrid=200, s=1, resampling={%kind_test}, nboot=100, quiet=False)

xrun print("--- RUNNING 1st ORDER TEST (A Dominates B) ---")

xrun res_fsd = my_test_fsd.testing()

'________________________________________________

Difficulty extracting p-values from PySDTest objects via EViews xrun

EViews Gareth — Mon, 13 Apr 2026 16:44:38 GMT

If you're stuck in EV13 (and can't use 14), the only thing you can do is create a new page and try to use xget. Hard to be of more advice without having access to the exact situation you're in.

Difficulty extracting p-values from PySDTest objects via EViews xrun

papel — Mon, 13 Apr 2026 15:55:00 GMT

I am working on a research project involving Stochastic Dominance tests using EViews 13 (64-bit) integrated with Python 3.9.

I have successfully set up the Python environment and installed the PySDTest package (by Kyung-ho Lee and Yoon-Jae Whang). My goal is to extract the p-values from the test objects generated by pysdtest.test_sd() and store them in EViews scalars/tables for further analysis.

My workflow is as follows:

I use xput to send my series (a_vals, b_vals) to Python.

I execute the test:

xrun my_test_ssd = pysdtest.test_sd(a_vals, b_vals, s=2, resampling='paired_bootstrap', nboot=1000, quiet=False)

I run the testing procedure:

xrun res_ssd = my_test_ssd.testing()

The issue:

While the testing() method correctly prints the results to the EViews Python Output log, I am unable to programmatically access the p-value result to bring it back to EViews. When I attempt to access the attribute via xrun my_pval = my_test_ssd.pvalue or res_ssd.pvalue, I receive an AttributeError or NoneType error, despite the output being clearly visible in the Python console log.

My questions:

Is there a documented way to access the p-value attribute from the test_sd object directly through xrun?

What is the recommended best practice for capturing and importing Python output (log) back into an EViews table when the standard xget fails to resolve the specific object attributes?

Best Regards,

Timotheos

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Gareth — Mon, 13 Apr 2026 14:38:46 GMT

Could you update to the latest version to see if that fixes it?

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Mon, 13 Apr 2026 12:51:01 GMT

Sorry, should have mentioned that earlier.

EViews 14, Feb. 6 2025 build.

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Gareth — Sat, 11 Apr 2026 02:40:18 GMT

Version and build date of EViews?

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Fri, 10 Apr 2026 20:54:55 GMT

As the title says, I'm encountering an apparent bug when trying to solve the model with stochastic simulations, if I select a bootstrap sample that is not continuous.

For example, this leads to a crash where EViews closes:

Code:

[code]

sample s1 2000q1 2025q4 if @year<>2020

m.stochastic(s=s1)

m.solve

[/code]

Any help/fix is appreciated. thanks!

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Fri, 10 Apr 2026 15:28:38 GMT

Thanks very much, Gareth!

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Fri, 10 Apr 2026 14:32:08 GMT

Code:

[code]close @db[/code]

will close any open database windows

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

akoh — Fri, 10 Apr 2026 06:45:24 GMT

Thanks again! Much appreciated.

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Thu, 09 Apr 2026 22:01:38 GMT

ok, cool! Thanks a million Gareth, again. I have an email into the FRED team at the St. Louis Fed about the issue.

But, using Google Gemini AI, I've managed to get this revised version to process a couple times without stopping:

' Create the workfile container (no dated page yet)

wfcreate(wf=Economic_Data_0402026) u 1

' Create data page per data periodicity (monthly)

pagecreate(page=monthly_data) m 1919m1 2026m12

' Create an undated page for ticker import

pagecreate(page=monthly_tickers_page) u 5000

' Switch to the undated ticker page

pageselect monthly_tickers_page

' Import the monthly ticker list as alpha

%file = "C:\Rod_Investments\EViews_Programs\tickers_monthly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 monthly_series

' This next section loops through each ticker series, fetches FRED time-series data per ticker, then places the data onto the associated data page

' Open FRED once

dbopen(type=fred)

' MONTHLY TICKERS

' Loop through the monthly tickers

' 1. Tell EViews to handle errors silently and not to stop

logmode +error ' Directs errors to the log window instead of a popup dialog

setmaxerrs 1000

for !i = 1 to 5000

pageselect monthly_tickers_page

%ticker = monthly_series(!i)

if %ticker = "" then

exitloop

endif

pageselect monthly_data

' 2. Start the Retry Logic

!success = 0

!tries = 0

while !success = 0 and !tries < 3

clearerrs ' Resets the @errorcount to 0

fetch(d=fred) {%ticker}

if @errorcount = 0 then

!success = 1

else

!tries = !tries + 1

sleep(5000)

endif

wend

sleep(1000)

next

' 5. Restore normal error reporting

logmode -error

And here are the contents of the log file:

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) GS5" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) CUUR0000SA0L2" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) CPIHOSNS" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) USPBS" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) CPIHOSSL" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

So, definitely, this is a FRED server(s) error.

I think I've asked you this before, and if I remember right, you said there isn't an EViews command to close the FRED database. Is this still the case with version 14?

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Thu, 09 Apr 2026 21:16:52 GMT

Yep, we were able to replicate the error. Unfortunately it seems like it is an error on FRED's side. The internal server error is from their servers.

I wrote a python script that fetches the same series from FRED using their API, and occasionally get the exact same errors. It isn't an EViews issue, rather a FRED server stability issue.

Which, unfortunately, means there isn't a lot we can do about it on this end :/

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Thu, 09 Apr 2026 20:00:58 GMT

ok, I've tried adding sleep() as follows, but still got this error:

Database Error: FRED library error: 'Internal Server Error' in "FETCH CPIHOSNS" in MONTHLY_ECONOMIC_DATA_04072026.PRG on line 46.

Here's the list of FRED tickers in my "tickers_monthly.txt" file:

indpro

ipman

unratensa

unrate

gs1m

gs3m

gs6m

gs1

gs2

gs3

gs5

gs7

gs10

gs20

gs30

mcumfn

tcu

tb4wk

cpiaucns

cpiaucsl

cpilegns

cpilegsl

cpiulfsl

cpiulfns

cpilfesl

cpilfens

cusr0000sa0l2

cuur0000sa0l2

cuur0000sac

cusr0000sac

cpiengsl

cpiengns

cpiufdns

cpiufdsl

cuur0000saf11

cusr0000saf11

cuur0000setb01

cusr0000setb01

cusr0000sah21

cuur0000sah21

cpihossl

cpihosns

cpimedns

cpimedsl

cusr0000setb

cuur0000setb

cuur0000seta

cusr0000seta

cusr0000seta01

cuur0000seta01

cusr0000san

cuur0000san

cusr0000saf115

cuur0000saf115

cuur0000sefv05

cusr0000sefv05

cuur0000seft

cusr0000seft

cusr0000sefv

cuur0000sefv

cuur0000sas

cusr0000sas

cusr0000sah1

cuur0000sah1

cpitrnns

cpitrnsl

cuur0000seta02

cusr0000seta02

mcoilbrenteu

mcoilwtico

dspi

a229rc0

fedfunds

jtshil

businv

isratio

lnu03023706

lns13023706

lnu03023622

lns13023622

lnu03026511

lns13026511

lnu03023654

lns13023654

ppiaco

PAYEMS

USPRIV

USGOOD

DMANEMP

NDMANEMP

CES0800000001

USMINE

USCONS

MANEMP

USWTRADE

USTRADE

CES4300000001

CES4422000001

USINFO

USFIRE

USPBS

USEHS

USLAH

USSERV

USGOVT

M1SL

M2SL

CURRCIR

CE16OV

UNEMPLOY

CLF16OV

PCEPI

PCEPILFE

CPIFABSL

CPIHOSSL

CPIAPPSL

CPITRNSL

CPIMEDSL

CPIRECSL

CPIEDUSL

CPIOGSSL

PCEC96

PPIFIS

PPIDGS

PPIDSS

PPIDCS

HPIPONM226S

CUSR0000SAC

CUSR0000SAS

DSERRG3M086SBEA

DGDSRG3M086SBEA

And here's a program which attempts to only load the monthly tickers from the tickers_monthly.txt file:

' Create the workfile container (no dated page yet)

wfcreate(wf=Economic_Data_0402026) u 1

' Create data page per data periodicity (monthly)

pagecreate(page=monthly_data) m 1919m1 2026m12

' Create an undated page for ticker import

pagecreate(page=monthly_tickers_page) u 5000

' Switch to the undated ticker page

pageselect monthly_tickers_page

' Import the monthly ticker list as alpha

%file = "C:\Temp\tickers_monthly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 monthly_series

' This next section loops through each ticker series, fetches FRED time-series data per ticker, then places the data onto the associated data page

' Open FRED once

dbopen(type=fred)

' MONTHLY TICKERS

' Loop through the monthly tickers

for !i = 1 to 5000

' Go to monthly tickers page and read the i-th ticker

pageselect monthly_tickers_page

%ticker = monthly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to monthly data page and fetch that ticker

pageselect monthly_data

fetch {%ticker}

' Include a sleep() statement

sleep(2000) ' 2 second pause

next

pageselect monthly_data

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Thu, 09 Apr 2026 17:21:21 GMT

text file uploads didn't come though (that might be on our end - some server maintenance has disabled file uploads for the forum at the moment).

But I think perhaps you're just hitting FRED too quickly in succession. Try putting some sleep commands in to slow down the hits.

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Thu, 09 Apr 2026 16:26:38 GMT

ok, thank you. For testing purposes, I've attached these 6 text files:

tickers_annual.txt

tickers_bls_cpi_food.txt

tickers_daily.txt

tickers_monthly.txt

tickers_quarterly.txt

tickers_weekly.txt

And here is a skinnied-down version of the program:

'Date: Thurs. 4/9/2026

' EViews 14 test program for fetching FRED data series

' Create the workfile container (no dated page yet)

wfcreate(wf=Economic_Data_04082026) u 1

' Create data pages per data periodicity (daily, weekly, monthly, annual, etc.)

pagecreate(page=daily_stock_indexes) d5 10/1/1928 12/31/2026

pagecreate(page=daily_funds) d5 10/1/1928 12/31/2026

pagecreate(page=daily_data) d5 1/3/1950 12/31/2026

pagecreate(page=weekly_data) w 1/7/1967 12/31/2026

pagecreate(page=monthly_data) m 1919m1 2026m12

pagecreate(page=quarterly_data) q 1919q1 2026q4

pagecreate(page=annual_data) a 1790 2026

pagecreate(page=bls_cpi_food) m 1913m1 2026m12

' Create an undated page for ticker import

pagecreate(page=tickers_page) u 5000

' Switch to the undated ticker page

pageselect tickers_page

' Import the daily ticker list as alpha

%file = "C:\Temp\tickers_daily.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 daily_series

' Import the weekly ticker list as alpha

%file = "C:\Temp\tickers_weekly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 weekly_series

' Import the monthly ticker list as alpha

%file = "C:\Temp\tickers_monthly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 monthly_series

' Import the quarterly ticker list as alpha

%file = "C:\Temp\tickers_quarterly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 quarterly_series

' Import the annual ticker list as alpha

%file = "C:\Temp\tickers_annual.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 annual_series

' Import the bls cpi food ticker list as alpha

%file = "C:\Temp\tickers_bls_cpi_food.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 bls_cpi_food_series

' This next section loops through each ticker series, fetches FRED time-series data per ticker, then places the data onto the associated data page

' Open FRED once

dbopen(type=fred)

' DAILY TICKERS

' Loop through the daily tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = daily_series(!i)

if %ticker = "" then

exitloop

endif

' Go to daily data page and fetch that ticker

pageselect daily_data

fetch {%ticker}

next

' WEEKLY TICKERS

' Loop through the weekly tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = weekly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to daily data page and fetch that ticker

pageselect weekly_data

fetch {%ticker}

next

' MONTHLY TICKERS

' Loop through the monthly tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = monthly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to monthly page and fetch that ticker

pageselect monthly_data

fetch {%ticker}

next

' QUARTERLY TICKERS

' Loop through the quarterly tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = quarterly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to annual page and fetch that ticker

pageselect quarterly_data

fetch {%ticker}

next

' ANNUAL TICKERS

' Loop through the annual tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = annual_series(!i)

if %ticker = "" then

exitloop

endif

' Go to annual page and fetch that ticker

pageselect annual_data

fetch {%ticker}

next

' BLS CPI FOOD TICKERS (tracking food inflation in djt's 2nd admin)

' Loop through the bls cpi food tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = bls_cpi_food_series(!i)

if %ticker = "" then

exitloop

endif

' Go to bls cpi food data page and fetch that ticker

pageselect bls_cpi_food

fetch {%ticker}

next

The first time I attempted to run it this morning (in Quiet mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH CC4WSA" on line 98.

The second time I attempted to run it this morning (in Quiet mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH DGS10" on line 82.

The third time I attempted to run it this morning (in Verbose mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH WGS3MO" on line 98.

The fourth time I attempted to run it this morning (in Verbose mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH WGS7YR" on line 98.

After these 4 failures, I launched a new instance of EViews 14, opened a new program window, copy/pasted the above program into it, and attempted to process in Quiet mode. And I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH DGS1" on line 82.

Then I attempted the program in Verbose mode, and got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH LNS13026511" on line 115.

In general, this "Database Error: FRED library error: 'Internal Server Error' in ..." seems to occur randomly, and doesn't appear to be associated to any one FRED ticker or any single line in the program. I don't know what's going on with it. This has been occurring for a couple weeks now. Prior to this program (which loops through a text file containing FRED tickers), I had a program similar to your test instance which called each periodicity (daily, weekly, monthly, etc.) in one big FETCH statement, like this:

dbopen(type=fred)

pageselect daily_data

fetch dgs1mo dgs3mo dgs6mo dgs1 dgs2 dgs3 dgs5 dgs7 dgs10 dgs20 dgs30 dtb4wk dcoilbrenteu dcoilwtico dff

pageselect weekly_data

fetch wgs1mo wgs3mo wgs6mo wgs1yr wgs2yr wgs3yr wgs5yr wgs7yr wgs10yr wgs20yr wgs30yr icsa icnsa cc4wsa ic4wsa ccnsa ccsa wtb4wk wcoilbrenteu wcoilwtico ff wei

so on and so forth, but it, too, is randomly failing with the same type of error message.

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Wed, 08 Apr 2026 00:07:43 GMT

No issues here. We might need more details.

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

EViews Kai — Tue, 07 Apr 2026 22:46:06 GMT

Hi Alfred,

Here are the revised steps. Note that step 4 is different from my previous post. If you have to go through these steps multiple times, you may want to write a program (or programs) to automate as much of this process as you can. Please check the command capture window for guidance.

1. In the forecast dialog, enter a name for the new page containing your draws in the edit field under "Store each simulation in page (optional)".

2. Go to your workfile and switch over to the page containing your draws.

3. Open the forecast series of interest and go to View > Descriptive Stats & Tests > Stats by Classification....

4. Enter "dateid" in the edit field under "Series / Group for classify" and uncheck both checkboxes inside the "Group into bins if" group. Uncheck the checkboxes under "Table Display" in the "Output layout" group.

5. Make sure that the checkbox next to "Std. Dev." is checked. You may also want to check the box next to "Median" if you're using the posterior median as your point forecast so that you can see point estimates next to your standard deviations.

6. Click OK.

7. Select everything within the top and the bottom borders of the table body, including the header row.

8. Right-click inside the series object window and select "Save table to disk...".

9. Set "file name/path". Set "Range" to "Selection" inside the "Options" group. Set "Number format" to "Full precision" in the "Numbers" group. Click OK.

10. In your workfile, switch back to the original page.

11. Drag and drop the saved table file into your workfile. You can either immediately click on Finish or step through the dialog and make changes as you see fit, e.g., renaming the series being imported.

Best,

Kai

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Tue, 07 Apr 2026 22:20:14 GMT

Dear EViews:

I keep getting an error along these lines when executing an EViews program against the FRED database (using FETCH). The error always reads something like this (regardless of when/where in the series FETCH process it occurs):

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

Here's an instance of an entire error message of this nature I got earlier this afternoon:

Database Error: FRED library error: 'Internal Server Error' in "FETCH IPMAN" in MONTHLY_ECONOMIC_DATA_04072026.PRG on line 46.

This error type (though not necessarily with the same FRED series) has been happening continuously, now, for some 5 to 6 days, maybe more.

Are you folks there at EViews seeing this, too, and do you possibly have an explanation and a solution for it?

Thanks very much,

Rod Jensen

P.S. I'm happy to provide you with an instance of a program in which the error occurs, if you might need it.

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

akoh — Tue, 07 Apr 2026 06:03:40 GMT

Hi Kai,

Thanks for your help! After i have carried out the steps and gotten the stats table for mean, median and std deviation, how do i save those 3 columns as new series please? i wish to do some calculations on those new series

Thanks again!

Alfred

quantile nonlinear ardl - bounds testing procedure and critical values

gberts — Mon, 06 Apr 2026 11:46:12 GMT

Hello Mirza,

Thank you for your reply and for your interest in our work.

Please let me know if you need any further information.

Best regards,

George

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Thu, 02 Apr 2026 15:40:16 GMT

Bug found and resolved, will make the next EV14 patch.

quantile nonlinear ardl - bounds testing procedure and critical values

EViews Mirza — Thu, 02 Apr 2026 15:20:23 GMT

Hi Georgios,

Thank you for your detailed note and for drawing attention to your recent contributions.

We appreciate the effort that has gone into this work, as well as the availability of the associated code. These are very useful. We will review the papers and code carefully as we consider a possible implementation in a future EViews release.

Kind regards,

Mirza

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

EViews Kai — Wed, 01 Apr 2026 22:31:36 GMT

Hi,

You can output posterior draws for the forecast into a new page and compute any posterior quantities of interest there.

In your case, to get posterior standard deviation on BVAR forecasts:

1. In the forecast dialog, enter a name for the new page containing your draws in the edit field under "Store each simulation in page (optional)".

2. Go to your workfile and switch over to the page containing your draws.

3. Open the forecast series of interest and go to View > Descriptive Stats & Tests > Stats by Classification....

4. Enter "dateid" in the edit field under "Series /Group for classify" and uncheck both checkboxes inside the "Group into bins if" group.

5. Make sure that the checkbox next to "Std. Dev." is checked. You may also want to check the box next to "Median" if you're using the posterior median as your point forecast so that you can see point estimates next to your standard deviations.

6. Click OK.

Hope this helps.

Best,

Kai

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Wed, 01 Apr 2026 15:33:38 GMT

As an aside, the test program I wrote also crashes EViews 12 (which isn't great either!).

Code:

[code]close @wf

wfcreate m 1990 2025

for !i=1 to 160000

series x!i=@nrnd

next

wfsave(type=excelxml) testfile.xlsx byrow=true[/code]

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Wed, 01 Apr 2026 15:20:36 GMT

Confirmed, we'll take a look

Eviews 14 crash when using pagesave with byrow option

scotty_mac — Wed, 01 Apr 2026 09:01:11 GMT

Hi team,

Similar to this issue.

I am having a bit of trouble with pagesave and wfsave. I've recently upgraded from Eviews 12 to Eviews 14. In Eviews 12 i used to be able use either command to export tens of thousands of series, but in Eviews 14 the limit is about 15,000. If i try to export any more than that, Eviews closes without error. Below is an example of the type of code:

pagesave(type=excelxml, mode=update) %file range="DATA!A3" byrow=true @keep *

FYI i've tried creating fresh Excel spreadsheets and the like but i still seem to come up against the same issue and even with different permutations of the code (removing mode=update for example). Any ideas how to remedy this? A lot of my colleagues are experiencing the same issue.

Thanks

Scott

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

akoh — Wed, 01 Apr 2026 06:00:35 GMT

Hi community, does anyone have any idea how i can calculate forecast standard errors please for a bayesian var? thanks

quantile nonlinear ardl - bounds testing procedure and critical values

gberts — Mon, 30 Mar 2026 16:13:51 GMT

Dear EViews community,

Several interesting new features have been added to the 14th version of the software, and hopefully more will be added in future versions.

After watching a video about the quantile ARDL model (QARDL) on the official YouTube channel (see link here https://www.youtube.com/watch?v=VlSRrT0 ... ws&t=4m33s: 4m, 33s), one can realize that the asymptotic critical values of Pesaran, Shin and Smith (2001, PSS) are reported for the bounds testing procedure (BTP) of QARDLs. However, those asymptotic [sample of T = 1000] critical values by PSS are valid only a. for (N)ARDL models estimated with OLS, and b. when the estimation sample is large.

Bertsatos, Sakellaris and Tsionas (2022) show that new critical values are required for the BTP of quantile (nonlinear) ARDL -Q(N)ARDL- models and provide EViews codes that generate new critical values up to 13 regressors. As a result, using the PSS critical values for the BTP in quantile-based error-correction models is misleading. We provide EViews codes in the supplementary material of the paper, and such codes generate critical values for 11 cases [5 standard Cases I-V as in PSS, and 6 new Cases VI-XI with linear and quadratic trend] and for user-selected number of observations. We further provide codes for generating critical values for interdecile and interquartile BTP for 3 cases [Case III, V, XI] to explore whether there is evidence of time-varying estimates or quantile-dependent co-integration.

Indicatively, one suggestion for the EViews Team could be the following: instead of reporting the asymptotic critical values of PSS [T = 1000], you could run our code for T = 1000 and standard tau values [e.g. for the 9 deciles, or τ = 0.25 and τ = 0.75] and use these values in the EViews output of QARDL BTP.

Next, Bertsatos, Sakellaris and Tsionas (2023) propose a panel bounds testing procedure for dynamic fixed effects (DFE) models in large panel datasets, extending PSS (2001) and BST (2022), and provide an EViews code in the Appendix of the paper. This code generates sample-specific and lag-specific critical values for 11 Cases and up to 13 regressors. Specifically, the user can select the number of cross sections [N = 1 indicates time-series and can be seen as an extension of the previous BST codes] and time periods, the number of regressors and number of lags in the estimated (N)ARDL, the distribution of the error term, and the number of simulations [default and minimum number is 2000].

I hope that EViews users and developers will find our papers useful for future projects and papers, as well as for incorporating new features of the ARDL model family into EViews.

Kind regards,

Georgios Bertsatos

Research Fellow at the Centre of Planning and Economic Research (KEPE), Athens, Greece

References

Pesaran, M.H., Shin Y., & Smith, R.J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(1), 289-326. https://doi.org/10.1002/jae.616

Bertsatos, G., Sakellaris, P. & Tsionas, M.G. (2022a). Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. Empirical Economics, 62, 605-634. https://doi.org/10.1007/s00181-021-02041-3

Bertsatos, G., Sakellaris, P. & Tsionas, M.G. (2022b). Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. Empirical Economics, 62, 635. https://doi.org/10.1007/s00181-021-02085-5

Bertsatos, G., Sakellaris, P., & Tsionas, M. (2023). A Panel Bounds Testing Procedure. Theoretical Economics Letters, 13(7). https://doi.org/10.4236/tel.2023.137102

EViews 14 spool: command for “Use Display Names in Tree” (not just output)?

EViews Gareth — Thu, 26 Mar 2026 18:19:05 GMT

Code:

[code]

myspool.options treedisplaynames

[/code]