When running code snippet below i get the following error for my For-Next loop: "Alpha Series in Specification "DLC" "
But ALL series are numberic (thus using @VAL when using GENR causes errors) so how would use of @EXPAND help as suggested by the error dailogue box
as I have no dummies here ?
Any suggestions ?
Code: Select all
workfile _j Q 1975:1 2006:4
READ(A2) c:\data\ws3\ARDL_J.WK1 9
output(t) c:\data\ws3\ARDL_j
' DEFINE LOG VARIABLES ---------------------------
GENR RIR=(RLO_j-(DGDP_j/DGDP_j(-1)-1))
GENR LC=log(C_j)
GENR LPDY=log(PSDY_j)
' DEFINE DLOG VARIABLES --------------------------
GENR DLC=D(LC)
GENR DLPDY=D(LPDY)
GENR DRIR=D(RIR)
'Transform Variables
SMPL 1980:1 2006:4
vector(3) LR ' (3) as there are THREE LR (forcing) regressor candidates
'Critical value bound is 3.793 4.855 - which are the LR forcing variables Peseran W table (Integration Bounds Test)
!j=1
for %y DLC DLPDY DRIR ' Q. Are LPDY and RIR LR forcing variables for LC ?
ls %y c DLC(-1) DLPDY(-1) DRIR(-1) LC(-1) LPDY(-1) RIR(-1)
scalar rrs=@ssr
ls %y c DLC(-1) DLPDY(-1) DRIR(-1)
LR(!j)=(@ssr-rrs)*(@regobs-3-3-1)/(rrs*3)
!j=!j+1
next