Hannan-Quinn

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NicolasR
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Joined: Mon Nov 04, 2013 6:22 pm
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Hannan-Quinn

Postby NicolasR » Mon Jun 22, 2015 8:37 am

Hi,

I'm programming a unit root test that requires uncorrelated residuals, for these i´m using information criteria to select the optimal lag length. The problem is with the command @hq, when i try to save the hq criteria in a scalar or in a control variable the following error appears "@HQ is an illegal or reserved name." (which does not appear with the other information criteria commands i.e @aic @schwarz). I`m using Eviews 9 64-bit version.

Code: Select all

genr x=rnd
equation e1.ls x c
!hannan1=@hq 'first error
scalar hannan2=@hq 'second error


However if I try to save it in a series it works.

Code: Select all

series hannan3=@hq


Best regards.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12239
Joined: Tue Sep 16, 2008 5:38 pm

Re: Hannan-Quinn

Postby EViews Gareth » Mon Jun 22, 2015 9:06 am

You're missing the equation name:

Code: Select all

genr x=rnd
equation e1.ls x c
!hannan1=e1.@hq 'first error
scalar hannan2=e1.@hq 'second error
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