Saving cointegration relationships from VECM

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altaus
Posts: 20
Joined: Fri Jan 30, 2015 6:46 am

Saving cointegration relationships from VECM

Postby altaus » Wed Dec 14, 2016 7:53 am

Hi,

I am trying to save the cointegration relationships from a VECM using makecoint as in the capture screen but the program crashes every time. I am using eViews 9. Do you know the reason? Alternatively, how can I save the cointegration relationships from a vecm?

{%var}.makecoint

Thanks a lot in advance,
Marta

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13319
Joined: Tue Sep 16, 2008 5:38 pm

Re: Saving cointegration relationships from VECM

Postby EViews Gareth » Wed Dec 14, 2016 8:15 am

Follow us on Twitter @IHSEViews

altaus
Posts: 20
Joined: Fri Jan 30, 2015 6:46 am

Re: Saving cointegration relationships from VECM

Postby altaus » Wed Dec 14, 2016 9:49 am

Thanks, I had been following these instructions already.

Please see the workfile and program. I can run the makecoint line from the command window and I have no issues. However, when I run in from the program, eViews breaks down.

_var_us.makecoint

Regards,
Marta
Attachments
makecoint.prg
Program estimates a VECM and tries to save cointegration relationships
(798 Bytes) Downloaded 236 times
dataset_dec16.wf1
(383.03 KiB) Downloaded 202 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13319
Joined: Tue Sep 16, 2008 5:38 pm

Re: Saving cointegration relationships from VECM

Postby EViews Gareth » Wed Dec 14, 2016 10:03 am

You need to provide a group name.
Follow us on Twitter @IHSEViews

altaus
Posts: 20
Joined: Fri Jan 30, 2015 6:46 am

Re: Saving cointegration relationships from VECM

Postby altaus » Wed Dec 14, 2016 10:45 am

Thanks, that worked.

EViews Matt
EViews Developer
Posts: 563
Joined: Thu Apr 25, 2013 7:48 pm

Re: Saving cointegration relationships from VECM

Postby EViews Matt » Wed Dec 14, 2016 12:36 pm

The crash when omitting the group name within a program will be fixed in the next EViews patch.


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