## Search found 35 matches

Mon Mar 18, 2013 7:07 am
Forum: Estimation
Topic: Cointegrating Regression
Replies: 0
Views: 878

### Cointegrating Regression

Dear all,

I have a doubt regarding to cointegrating regression. In my three variables, Two are I(1) and one is I(2). Estimating the cointegrating regression how have i put the equation on Equation Specification?

Shall i to put lx ly lz or d(lx) d(ly) d(lz,2) ?

Yours Faithfully

Scalper
Sat Aug 11, 2012 8:31 am
Forum: Estimation
Topic: insufficient number of observations eviews
Replies: 5
Views: 7115

### insufficient number of observations eviews

Dear all,

When i am testing the cointegration test or even estimating the VEC model the eviews shows up with "insufficient number of observations" and i dont know why.

If you could help me , i would appreciate that kindness

Scalper
Fri Aug 10, 2012 4:13 pm
Forum: Econometric Discussions
Topic: Convert variables I(2) to I(1)
Replies: 1
Views: 1133

### Convert variables I(2) to I(1)

Dear all,

I am testing unit root test and several series/variables present seccond differences or series I(2). However, i want to convert these series I(2) to I(1)

How can i Converth them in Eviews software?

Yours Faithfully,

Scalper
Tue Feb 14, 2012 11:41 am
Forum: Estimation
Topic: variance-covariance matrix
Replies: 4
Views: 5830

### Re: variance-covariance matrix

thank you startz.

What test we have to do for observe the contemporaneous relationship on variables?!

regards
Tue Feb 14, 2012 11:34 am
Forum: Estimation
Topic: variance-covariance matrix
Replies: 4
Views: 5830

### Re: variance-covariance matrix

of the reduced form VAR
Tue Feb 14, 2012 11:03 am
Forum: Estimation
Topic: variance-covariance matrix
Replies: 4
Views: 5830

### variance-covariance matrix

hello,

How can i calculatue the variance-covariance matrix in Eviews?

best regards
Sat Feb 11, 2012 1:32 pm
Forum: Estimation
Topic: SVAR
Replies: 4
Views: 2332

### Re: SVAR

For instance,

Killian (2010) writes et=A0^-1 εt , and Basher et al (2011) writes Aut = εt,

This way, if i want to follow one of them, i have to put my matrix restrictions in field A and B as a identity matrix. Am i correct?

Thank you for your time and consideration trubator.

Best regards
Sat Feb 11, 2012 9:23 am
Forum: Estimation
Topic: SVAR
Replies: 4
Views: 2332

### SVAR

Hello, I am with a doubt about SVAR matrices. Thus, in EViews the expression is Ae=Bu , for short-term. However, i am folowing Basher et al (2011) since the expression is Au=e ( "u" are the reduced - form errors and "e" strucutural shocks). As in eviews the matrice A is incorpora...
Tue Dec 13, 2011 4:44 am
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

Trubator,

in the beggining of my codes i replaced to" %equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil" and then
to calculate de equation cointegration i put equation cointeg.ls(h) {%equation_cointeg} and , even so, it doesn t work.

Thu Dec 08, 2011 9:33 am
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

replaced again and doesn t work
Thu Dec 08, 2011 8:46 am
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

I replaced it but doesn t appear anything in my environmment when i run.

The NeXT command are well written??

Thank you
Thu Dec 08, 2011 8:27 am
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

But with that command it doesn t show me up no equation of cointegration in my eviews "environment"

The next commands that i have are:

i) cointeg.makeresids residcointeg
ii)series z=residcointeg(-{%d})
iii)sort z

regards
Wed Dec 07, 2011 6:51 pm
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

someone help me

i wrote equation cointeg.ls(h) {%equation_cointeg} but the eviews keep showing me up the same message

"alpha series in specification - %dowjones c %brentoil - @EXPAND can convert to catagorical dummies in cointeg.ls(h) %dowjones c %brentoil%

why??

regards
Wed Dec 07, 2011 11:23 am
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

when i write : equation cointeg.ls(h) {%equation_cointeg}

as you wrote

the Eviews show me up " Alpha series in specification -DJ- @EXPAND can convert to catagorical dummies" and i dont know why
Wed Dec 07, 2011 11:03 am
Forum: Programming
Topic: commands Error
Replies: 22
Views: 4912

### Re: commands Error

equation cointeg.ls(h) {%equation_cointeg}

i really did that but keep showing me up :

" Alpha series in specification -DJ- @EXPAND can convert to catagorical dummies"

why?