For questions regarding programming in the EViews programming language.
3 posts • Page 1 of 1
Essentially I was wondering if I could get the order of my ARDL estimated equations into scalars so I could bulk test that the main RHS variable met a certain criteria. I have a large number of equations and I want to be able to loop through and flag when the main RHS variable coefficient is negative. The problem is with ARDL the spot of that variable depends on how many lags are chosen ,versus using regular LS where it's always the first coefficient in the coefficient vector. If I could extract the order of the ARDL I could tell my check where to look as it seems to always follow the pattern of LHS variable lags, RHS, RHS variable lags. TLDR:: if Eviews estimated an ARDL(2,2) can I get at that number in any straightforward programmatic way?
Who is online
Users browsing this forum: No registered users and 10 guests