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Thank you Gareth!

The adjustment coefficient (alpha) (A(1,1) in my case). As defined on Pg. 575 of Eviews 8 Users Guide II.

Dear Gareth, I tried to create a code to achieve three purposes: 1. Estimate rolling trace statistic 2) Estimate rolling "adjustment coefficients" of a VEC model. 3) Estimate rolling LR statistic for testing Weak Exogeneity of the ECM term in the VEC model. Sir, while the code is working f...

Dear Team, I have used Dynamic Cointegration (Johansen's cointegration, with a rolling window). Now I have twin objectives: 1) to estimate the rolling speed of adjustment coefficients and 2) rolling LR test statistic for rolling weak exogeneity tests. I am not at all skilled at programming. I tried ...

Thank you again. I tried it again and it worked!!!
I just wanted to ask one more question please. Is there any way to check for autocorrelation in all the regressions(141 in this case) run under Rolling Regression program?

Thank you so much for such a quick reply. I ran it again. Same problem. Can this be something with the version? I am using EViews 7. Thanks again.

Hi, I am using Rolling Regression technique using the following program. Please find attached the EViews workfile. However, after running this program, the estimated coefficients are not getting reflected in the "coefmat". Did i made an error in the program below. Kindly help me on this. T...