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Rolling regression error message

Posted: Wed Feb 21, 2018 9:05 am
by Aktar
Hi;
Im trying to run a roll regression from the existing object eq01 (object roll01) but Im getting a message error (see the attached files).

The message is : _RSES02_NEER_SEYCHELLES01 is not defined.

Are there any solutions ?

Thank you

Re: Rolling regression error message

Posted: Wed Feb 21, 2018 9:07 am
by EViews Gareth
EViews does not have rolling regression built in.

Re: Rolling regression error message

Posted: Wed Feb 21, 2018 10:12 am
by Aktar
I added the add-in roll

Re: Rolling regression error message

Posted: Wed Feb 21, 2018 10:19 am
by EViews Gareth
What did you do?

Re: Rolling regression error message

Posted: Wed Feb 21, 2018 3:45 pm
by Aktar
I added the add-in, runned an ols model and saved the object (see eq01), created a new object "roll" and selected the equation object for the rolling regression (fixed window ; step size1 ; window size = 47; start and last dates are the sames as the sample).

I didnt get the message for almost all models (cpi_xx c neer_xx price_xx), but for some countries, the neer_xx variable seems to get the estimation to crash although the variables seems fully normal.

Im getting the same message whatever I use an existing object or an equation entered manually.

Re: Rolling regression error message

Posted: Thu Feb 22, 2018 8:48 am
by EViews Gareth
It sounds like you're using the roll user object, not the rolling regression add-in? You might be better off using the add-in.

Re: Rolling regression error message

Posted: Fri Feb 23, 2018 12:46 am
by Aktar
Yes, but i get the same bugs see the enclosed files.

I don't understand: when i replaced ar(1) by the lagged variable (ie cpi_xx(-1)) i got the bug... with the add-and the object... Is there a problem of sample size?

Re: Rolling regression error message

Posted: Fri Feb 23, 2018 1:34 am
by Aktar
ok it seems that the bug is coming from the character number of the variable label... reducing it makes the add-in working :s
Thanks