I am trying to learn how to program a model of ARDL approach to cointegration in Eviews, I want to do a rolling cointegrating analysis. There is a limited information on how to program an ARDL model and estimate long run and ECM equations. I manged to execute the following only:
Code: Select all
ardl(deplags=4, reglags=4) y x1 x2 x3 x4
I want to save the long run equation coefficients in a matrix, and conduct a bounds test then save the F-stat in a new series. Can anyone help with coding please?