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Thank you Gareth. :)

Hello, Would you look through my code, please. the program is not working from this line "equation equ!j.ls u{!j-1} c u!j(-1)". How can I solve this part "u{!j-1}? create u 54 series y0=nrnd series a0=nrnd equation eqy0.ls y0 c a0 eqy0.makeresids u0 for !j=1 to 10 equation equ!j.ls u{...

Thank you very much! :D

Hello, I would like to apply VAR wald test but I don't know how to do it trough programming. Basically, I perform it from the menu: VAR window - View - Lag structure - Granger Causality/Block Exogeneity Wald Test. I have this code for now: matrix(2,2) table var lag1.ls 1 1 d(x1) d(x2) @ y1 y2 y3 and...

hello,

I have panel data consisted from 3 groups and am using SUR estimation. Is it possible to use Wald test to see whether 3 coefficients are significantly different?

OK, I got it. Thank you very much.

Dear Gareth, Would you look through my code, please? There is some thing wrong. The error message is For statement unterminated in "FOR !I=0 TO 5" . group g1 fdi gov_sa nfa_sa open_sa rird_sa tot table ADF g1.uroot(adf, none, dif=0, save=level11) g1.uroot(adf, const, dif=0, save=level12) g...

Thank you very much!

Hi again, I've just realized that there is something wrong in my code, logically. What I want is - 100 observation, t=1 to t=100 - yt=1+yt(-1)+rn - rn is random number generated by nrnd command - initial value of yt is zero which means yt0=0. From the above, I will get just one yt series, from y1 to...

Thank you very much! Yes, You're right. I've got "NA"s. Actually, I didn't know how to say. I've run the code and the results were not exactly as I thought. Because, every first data of the series is zero. The !yt0 in my code is representing the initial (t=0) value of the yt process. My sa...

Hi, I am average user of this program. I've never used the programing thing before. But now I'd like to generate unit root process and I've written some programing thing myself using the Eviews help. This is what I did as far. open D:\Time_series\table.wf1 !yt0=0 for !j=1 to 10 series rn!j=nrnd next...