fracdiff add-in

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SnakeCharmerII
Posts: 17
Joined: Tue Apr 05, 2011 7:14 am

fracdiff add-in

Postby SnakeCharmerII » Tue Apr 05, 2011 7:59 am

Hi,

I recently download the fracdiff add-in and I've been receiving the following error message every time I've tried to run the add-in with a series Y,

"Y_DIFF_COEFFS is not defined."

Can anyone explain me the problem?

P.S.: I've also tried with the command window, changing the value of "d", changing the sample size, and with different options of the dialog. Nothing seems to work.
wfile.wf1
This is the series Y
(12.01 KiB) Downloaded 207 times

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: fracdiff add-in

Postby EViews Gareth » Tue Apr 05, 2011 9:27 am

What degree of fractional differencing did you use? I just entered "1", and it worked for me.
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SnakeCharmerII
Posts: 17
Joined: Tue Apr 05, 2011 7:14 am

Re: fracdiff add-in

Postby SnakeCharmerII » Tue Apr 05, 2011 12:30 pm

Hi Gareth,

I used a fractional differencing degree ("d") of 0.3 (I've also tried other fractional values of "d")

The value of d = 1 also work for me.

Thanks in advance.

EViews Gareth
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Re: fracdiff add-in

Postby EViews Gareth » Tue Apr 05, 2011 1:25 pm

Works for me with a value of 0.3 too. Is your copy of EViews up to date?
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SnakeCharmerII
Posts: 17
Joined: Tue Apr 05, 2011 7:14 am

Re: fracdiff add-in

Postby SnakeCharmerII » Tue Apr 05, 2011 1:32 pm

Maybe thats the problem. I'm using a copy of eviews at work that seems to be not updated, Thanks anyway Gareth!


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