Call out Sum-of-Square of Y(-1) from an ARDL Equation

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CySam
Posts: 21
Joined: Thu Mar 27, 2014 10:23 am

Call out Sum-of-Square of Y(-1) from an ARDL Equation

Hi,
I wish to calculate information criteria value of Modified AIC (MAIC) of an ARDL equation. In calculating the MAIC, it involves the calculation of modification factor and this modification factor involves the sum-of-square of lagged level of y.

My question is, if I want to call out the value of this sum-of-square of y(-1) in EViews, is there anyway I can obtain it or the codes to call it out?
In particular, my question is as follows: ASASASAS.png (43.35 KiB) Viewed 635 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12172
Joined: Tue Sep 16, 2008 5:38 pm

Re: Call out Sum-of-Square of Y(-1) from an ARDL Equation

@sumsq(y(-1))

CySam
Posts: 21
Joined: Thu Mar 27, 2014 10:23 am

Re: Call out Sum-of-Square of Y(-1) from an ARDL Equation

Hi Gareth,
Thank you for your reply and I found an error when I try to running the code. It returns me the error stating that '-1 is not a valid index for vector-series-coefficient Y in "SCALAR SUMSQ = TEST_EQ_Y0.@SUMSQ(Y(-1))".

In my program code, given two generated series Y and X, first I estimate an ARDL equation with 0 lag length, then I try to obtain the sum-of-square of y(-1), the codes are written as follows:

equation test_eq_y0.ls dy c y(-1) x(-1)
scalar sumsq = test_eq_y0.@sumsq(y(-1))

May I know what is the problem causes the error occurs?

CySam
Posts: 21
Joined: Thu Mar 27, 2014 10:23 am

Re: Call out Sum-of-Square of Y(-1) from an ARDL Equation

Hi,
I think I have solved the problem. That is, I should direct specify the code as follow:
scalar sumsq = @sumsq(y(-1))

I have another question. If I wish to obtain the sumsq of y(-1) within a range of sample, for example, if there is 100 observations and I wish to only obtain the sumsq from obs 51 until 100, how can I do for that? Or am I just set the sample range from 51 to 100 will do? That is,
smpl 51 100
sumsq = @sumsq(y(-1))

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12172
Joined: Tue Sep 16, 2008 5:38 pm

Re: Call out Sum-of-Square of Y(-1) from an ARDL Equation

Just set the sample.