Chow lin error

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Posts: 53
Joined: Thu Jun 03, 2010 12:50 am

Chow lin error

Postby nupogodi » Mon Jun 20, 2016 5:01 am

Why is the second indicator variable omitted in Chow-Lin procedure? Lin1 and lin3 yield same values...
The Eviews manual states that "...appending the keyword “@indicator” followed by the series name or names at the end of the copy command"

Code: Select all

wfcreate(wf=quarterly, page=quarterly) q 1995q1 2015q4
pagecreate(page=monthly) m 1995m1 2015m12

pageselect quarterly
series a = nrnd
pageselect monthly
series x = nrnd
series y = nrnd

copy(c=chowlinl) Quarterly\a monthly\lin1 @indicator x
copy(c=chowlinl) Quarterly\a monthly\lin2 @indicator y x
copy(c=chowlinl) Quarterly\a monthly\lin3 @indicator x y
show lin*

EViews Rebecca
EViews Developer
Posts: 96
Joined: Thu Apr 18, 2013 8:37 am

Re: Chow lin error

Postby EViews Rebecca » Tue Jun 21, 2016 10:52 am

The current Chow-Lin interpolation procedure in EViews only supports one indicator series.

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