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regression with PDL and no intercept

Posted: Thu Apr 25, 2019 7:58 am
by pvlasenko
I want to run the following regression:
ls pf pdl(rf,5,3,3)
where pf and rf are my data series. I specifically want no intercept in the regression.
When I try doing this, I get an error message “Illegal lag or index specification for series pdl(rf,5,3,3)”.
However, running
ls pf c pdl(rf,5,3,3)
and even
ls pf rf pdl(rf(-1),4,3,3)
works fine and generates no errors.
What should I do to be able to run
ls pf pdl(rf,5,3,3) ?

(I am using EViews 10+, 64bit)

Re: regression with PDL and no intercept

Posted: Thu Apr 25, 2019 8:11 am
by EViews Gareth
Currently PDLs require at least one other variable in the equation.

Re: regression with PDL and no intercept

Posted: Thu Apr 25, 2019 8:34 am
by EViews Gareth
Next patch for EV10 and 11 will fix this.

Re: regression with PDL and no intercept

Posted: Tue May 07, 2019 3:42 am
by Osteen
Is there a workaround for this until the patch comes?

Re: regression with PDL and no intercept

Posted: Tue May 07, 2019 8:24 am
by EViews Gareth
The patch for EViews 11 is already out. So I guess the workaround if you're a 10 user is to upgrade to 11 :)