A bug in the command "makecoint"

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Alfred123
Posts: 31
Joined: Fri Jul 19, 2019 8:00 pm

A bug in the command "makecoint"

Postby Alfred123 » Mon Dec 26, 2022 11:58 pm

The official document said that the command "makecoint" makes a new series containing the cointegration.

For example, establish an ARDL model with two variables x and y. And suppose the cointegration equation gets from the estimation is y = a + bx.

Then, the command should create a series z= a+bx, if it works well.

However, it seems that the command creates a series w= y-(a+bx), which is not the cointegration series.

Of course, sometimes we do want to calculate series "w" too. In fact, the reason I find this bug is that I want to calculate series "w" at first.

Hence, I suggest correcting the bug in the command "makecoint"; meanwhile, design another command to calculate series "w" directly.

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