I just wonder whether is it a bug or not. Here is my case,
I write a program to create a group of series and to estimate the series using Johansen Cointegration Test
Code: Select all
series y1 = y1_1
series y2 = y2_1
series y3 = y3_1
group g1 y1 y2 y2
show g1
g1.coint(a, 1, save = joh, p)when I run the program, a message: <Sizes do not match in matrix function in "DO_ g1..coint(a, 1, save = joh, p)".> always pop up.
but if I create group g1 manually, and run the command <g1.coint(a, 1, save = joh, p)> then the model can be estimated and the output is showed in group g1.
my objective is to freeze the output and obtain the parameters for the other model, and I want to iterate this process.
any solution?