eviews crashes when estimating ARDL in command mode
Posted: Tue Apr 03, 2018 7:06 pm
All of these commands crash eviews in command mode except the ones for serial correlation and heteroskedasticity:
freeze eq_ardl.ardl(deplags=6, reglags=6, trend=linear, cov=hac, covlag=a, covinfosel=aic) x1 x2 x3 @ dum0117
freeze eq_ardl.auto 'test for serial correlation
freeze eq_ardl.hettest @regs 'test for heteroskedasticity
freeze eq_ardl.makecoint 'cointegration relnp
eq_ardl.makecoint cointno 'make cointegration relnp
frml LRcash_{%z}=cash1_{%z}-cointno 'subtract coint term from cash
freeze eq_ardl.ecreg 'ec form to get speed of adjustment
freeze eq_ardl.cointrep 'bounds test for cointegration
freeze eq_ardl.ardl(deplags=6, reglags=6, trend=linear, cov=hac, covlag=a, covinfosel=aic) x1 x2 x3 @ dum0117
freeze eq_ardl.auto 'test for serial correlation
freeze eq_ardl.hettest @regs 'test for heteroskedasticity
freeze eq_ardl.makecoint 'cointegration relnp
eq_ardl.makecoint cointno 'make cointegration relnp
frml LRcash_{%z}=cash1_{%z}-cointno 'subtract coint term from cash
freeze eq_ardl.ecreg 'ec form to get speed of adjustment
freeze eq_ardl.cointrep 'bounds test for cointegration