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Dear all,

I have a doubt regarding to cointegrating regression. In my three variables, Two are I(1) and one is I(2). Estimating the cointegrating regression how have i put the equation on Equation Specification?

Shall i to put lx ly lz or d(lx) d(ly) d(lz,2) ?

Yours Faithfully

Scalper

Dear all,

When i am testing the cointegration test or even estimating the VEC model the eviews shows up with "insufficient number of observations" and i dont know why.

If you could help me , i would appreciate that kindness

Scalper

Dear all,

I am testing unit root test and several series/variables present seccond differences or series I(2). However, i want to convert these series I(2) to I(1)

How can i Converth them in Eviews software?

Yours Faithfully,

Scalper

thank you startz.

What test we have to do for observe the contemporaneous relationship on variables?!

regards

of the reduced form VAR

hello,

How can i calculatue the variance-covariance matrix in Eviews?

best regards

For instance,

Killian (2010) writes et=A0^-1 εt , and Basher et al (2011) writes Aut = εt,

This way, if i want to follow one of them, i have to put my matrix restrictions in field A and B as a identity matrix. Am i correct?

Thank you for your time and consideration trubator.

Best regards

Hello, I am with a doubt about SVAR matrices. Thus, in EViews the expression is Ae=Bu , for short-term. However, i am folowing Basher et al (2011) since the expression is Au=e ( "u" are the reduced - form errors and "e" strucutural shocks). As in eviews the matrice A is incorpora...

Trubator,

in the beggining of my codes i replaced to" %equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil" and then
to calculate de equation cointegration i put equation cointeg.ls(h) {%equation_cointeg} and , even so, it doesn t work.

:(

replaced again and doesn t work :(

I replaced it but doesn t appear anything in my environmment when i run.

The NeXT command are well written??

Thank you

But with that command it doesn t show me up no equation of cointegration in my eviews "environment"

The next commands that i have are:

i) cointeg.makeresids residcointeg
ii)series z=residcointeg(-{%d})
iii)sort z

regards

someone help me

i wrote equation cointeg.ls(h) {%equation_cointeg} but the eviews keep showing me up the same message

"alpha series in specification - %dowjones c %brentoil - @EXPAND can convert to catagorical dummies in cointeg.ls(h) %dowjones c %brentoil%

why??

regards

when i write : equation cointeg.ls(h) {%equation_cointeg}

as you wrote

the Eviews show me up " Alpha series in specification -DJ- @EXPAND can convert to catagorical dummies" and i dont know why

equation cointeg.ls(h) {%equation_cointeg}

i really did that but keep showing me up :

" Alpha series in specification -DJ- @EXPAND can convert to catagorical dummies"

why?