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.
fracdiff add-in
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13306
- Joined: Tue Sep 16, 2008 5:38 pm
Re: fracdiff add-in
What degree of fractional differencing did you use? I just entered "1", and it worked for me.
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Re: fracdiff add-in
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.
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.
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13306
- Joined: Tue Sep 16, 2008 5:38 pm
Re: fracdiff add-in
Works for me with a value of 0.3 too. Is your copy of EViews up to date?
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Re: fracdiff add-in
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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