ARDL model with fixed individual lags

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Rafael
Posts: 3
Joined: Thu Mar 08, 2018 3:03 am

ARDL model with fixed individual lags

Postby Rafael » Thu Mar 08, 2018 4:51 am

Dear Forum,

I am having trouble running an ARDL model where I specify the lag length for each regressor individually.
In the ARDL equation estimation window Eviews10 introduces the new feature by stating "use @lf(variable,lag) to manually specify a fixed lag".

So If I type something like "var1 var2 @fl(var3,2)" in the estimation menu window and choose fixed regressors with 5 lags for the dependent variable and 0 for the regressors then I get an ARDL(5,0,2) which is what I want.
The syntax from the capture window is:

Code: Select all

ardl(fixed, deplags=5, reglags=0) var1 var2 @fl(var3,2)  @

However if I try to run that command as part of a program I receive an error message "@FL is not a Genr or series expression function ...".

Did anybody manage to fix this problem and run ARDL models in programs with a fixed and specific lag structure?

Kind regards,
Rafael

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL model with fixed individual lags

Postby EViews Gareth » Thu Mar 08, 2018 5:10 am

Is your copy of 10 up to date?
Follow us on Twitter @IHSEViews

Rafael
Posts: 3
Joined: Thu Mar 08, 2018 3:03 am

Re: ARDL model with fixed individual lags

Postby Rafael » Thu Mar 08, 2018 5:21 am

Yes I installed it today and when checking for updates it says it's up to date.
It's the 64bit version. Does it work with 32?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL model with fixed individual lags

Postby EViews Gareth » Thu Mar 08, 2018 9:04 am

Can you confirm the following stand-alone program doesn't work?

Code: Select all

wfcreate u 100

series var1=nrnd
series var2=nrnd
series var3=nrnd
ardl(fixed, deplags=5, reglags=0) var1 var2 @fl(var3,2)  @
Follow us on Twitter @IHSEViews

Rafael
Posts: 3
Joined: Thu Mar 08, 2018 3:03 am

Re: ARDL model with fixed individual lags

Postby Rafael » Thu Mar 08, 2018 11:35 am

It does!
And also when I run my previous code it works now.
I don't know maybe due to me restarting the program.

Anyway, thank you very much for your help!


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