enet |
penalty=arg (default=“el”) | Type of threshold estimation: “el” (elastic net), “ridge” (ridge), “lasso” (Lasso). |
alpha=arg (default=“.5”) | Value of the mixing parameter. Must be a value between zero and one. |
lambda=arg | Value of the penalty parameter. Can be a single number, list of space-delimited numbers, a workfile series object, or left blank for an EViews-supplied list (default). Values must be zero or greater. |
xtrans=arg (default=“none”) | Transformation of the regressor variables: “none” (none), “L1” (L1), “L2” (L2), “stdsmpl” (sample standard deviation), “stdpop” (population standard deviation), “minmax” (min-max). |
lambdaratio=arg (default=0.0001) | Ratio of minimum to maximum lambda for EViews-supplied list. |
nlambdas=arg (default=100) | Number of lambas for EViews-supplied list. |
maxit=integer | Maximum number of iterations. |
conv=scalar | Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled estimates. The criterion will be set to the nearest value between 1e-24 and 0.2. |
w=arg | Weight series or expression. |
wtype=arg (default=“istdev”) | Weight specification type: inverse standard deviation (“istdev”), inverse variance (“ivar”), standard deviation (“stdev”), variance (“var”). |
wscale=arg | Weight scaling: EViews default (“eviews”), average (“avg”), none (“none”). The default setting depends upon the weight type: “eviews” if “wtype=istdev”, “avg” for all others. |
showopts / ‑showopts | [Do / do not] display the starting coefficient values and estimation options in the rotation output. |
prompt | Force the dialog to appear from within a program. |
p | Print basic estimation results. |
cvmethod=arg (default=“kfold_cv”) | Cross-validation method: “kfold” (k-fold), “shuffle” (shuffle), “leavepout” (leave p out), “leave1out” (leave one out), “rolling” (rolling window), “expanding” (expanding window). |
cvmeasure=arg (default=“mse”) | Error measurement from cross-validation: “mse” (mean-squared error), “mae” (mean absolute error), “r2” (r-squared). |
training=arg (default=0.8) | Proportion of data or number of data points in training set for shuffle method. |
test=arg (default=“mse”) | Proportion of data or number of data points in test set for shuffle method. |
nreps=arg (default=1) | Number of shuffle method repetitions. |
nfolds=arg (default=5) | Number of folds for k-fold method. |
leaveout=arg (default=2) | Number of data points left out for leave p out method. |
horizon=arg (default=1) | Gap between the training set and future test set for rolling and expanding window methods. |
initial=arg (default=0) | Number of initial data points held out of rolling and expanding window methods. |
window=arg (default=12) | Window size for rolling window method. |
seed=positive_integer from 0 to 2,147,483,647 | Seed the random number generator. If not specified, EViews will seed random number generator with a single integer draw from the default global random number generator. |
Type of random number generator: improved Knuth generator (“kn”), improved Mersenne Twister (“mt”), Knuth’s (1997) lagged Fibonacci generator used in EViews 4 (“kn4”) L’Ecuyer’s (1999) combined multiple recursive generator (“le”), Matsumoto and Nishimura’s (1998) Mersenne Twister used in EViews 4 (“mt4”). |