Hi again. Thanks for the help.
I just copied and ran this code above, but I got an error message "Unmatched quotes in FREEZE......."
Do you know what it is and how can I fix it?
Thanks again!
Search found 2 matches
- Wed Mar 11, 2015 7:48 pm
- Forum: Programming
- Topic: Engle Granger Cointegration Test
- Replies: 4
- Views: 7716
- Wed Mar 11, 2015 7:05 pm
- Forum: Programming
- Topic: Engle Granger Cointegration Test
- Replies: 4
- Views: 7716
Engle Granger Cointegration Test
Hi, I have several series on which I would like apply Engle-Granger test. But I am having trouble saving the results as a table and then moving on to apply the same test on other series. I tried the freeze command, but all it does is come up with an empty table. This is what I am using: coint(method...