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