Rolling regression error message

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Aktar
Posts: 58
Joined: Thu May 21, 2009 5:08 am

Rolling regression error message

Postby Aktar » Wed Feb 21, 2018 9:05 am

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
Attachments
erpt_estim.wf1
(333.62 KiB) Downloaded 8 times
Last edited by Aktar on Wed Feb 21, 2018 10:16 am, edited 1 time in total.

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

Re: Rolling regression error message

Postby EViews Gareth » Wed Feb 21, 2018 9:07 am

EViews does not have rolling regression built in.
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Aktar
Posts: 58
Joined: Thu May 21, 2009 5:08 am

Re: Rolling regression error message

Postby Aktar » Wed Feb 21, 2018 10:12 am

I added the add-in roll

EViews Gareth
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Posts: 11729
Joined: Tue Sep 16, 2008 5:38 pm

Re: Rolling regression error message

Postby EViews Gareth » Wed Feb 21, 2018 10:19 am

What did you do?
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Aktar
Posts: 58
Joined: Thu May 21, 2009 5:08 am

Re: Rolling regression error message

Postby Aktar » Wed Feb 21, 2018 3:45 pm

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11729
Joined: Tue Sep 16, 2008 5:38 pm

Re: Rolling regression error message

Postby EViews Gareth » Thu Feb 22, 2018 8:48 am

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.
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Aktar
Posts: 58
Joined: Thu May 21, 2009 5:08 am

Re: Rolling regression error message

Postby Aktar » Fri Feb 23, 2018 12:46 am

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?
Attachments
Capture1.JPG
Capture1.JPG (236.75 KiB) Viewed 346 times
Capture2.JPG
Capture2.JPG (232.18 KiB) Viewed 346 times

Aktar
Posts: 58
Joined: Thu May 21, 2009 5:08 am

Re: Rolling regression error message

Postby Aktar » Fri Feb 23, 2018 1:34 am

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


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