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Hi, I have one problem about the cointegration command for engle-granger cointegration. As I have a large pool of price time series and I want to calculate the ADF t-value for each pair-wise in the data-set, I use the command coint(method=eg) in the loop. I found, for most pair-wise, the ADF t-value...

All observations involving these missings are dropped from the cointegrating regression. Observations without valid right and left hand side regressors are then dropped from the unit root test regression involving the residuals.

Many thanks. :D

Hi, Now I have some history time seires data in hand. It is no surprising that there are some missing values in each series. I found that Eviews can run the engle-granger cointegration test and give the adf t-statistic, although there are some missing values in these sequences. Could you tell me how...

Hi,

In Eviews built-in Tramo/seats programme, the maximum number of observation is 600. Is it possible to modify (increase) this default setting?

many thanks

Jianan Li

You are right that you can only choose first or last as the specific months. However you can always cheat by creating a new series in the monthly page that is equal to the lagged value of the original series, such that the 2nd month is equal to the 1st month. Hi, many thanks for your help. I think ...

Hi, Now I have one problem about data frequency conversion. I have more than 100 sequences of monthly grain price data. I want to convert this montly dataset into semi-annual dataset. What I want to do is to choose the 2nd month and 8th month price for the first and second semi-annual price record r...

many thanks for your help :D Forgot to post an update. Sorry. The problem was related to the fact that the user's model was a static (no leads, lags, differences) DOLS specification (I like that, "static dynamic ols" :)). We weren't handling the zero augmenting terms case properly when try...

Hi, I am working with Eviews 7.2 I found one bug about the command "makeresid". If I try to create the residuals series from the new constructed cointegration function with dynamic ols, the eviews would exit aotumatically. equation eq1.cointreg(method=dols, lltype=none) log(variable 1) log...