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Hi, When I apply the add-ins "ppuroot" and "zauroot" to various series I sometimes get the following error message "Near singular matrix error. Regressors may be perfectly collinear". This error occurs even if the series analysed do not have any na or negative value. Do...

I updated this old post with the hope that soemone will bring an idea. My approach consists in estimating the long run equilibrium with the DOLS and FOLMS procedures. Then I use the residuals of the first step to estimate the short run equilibrium. Based on that second step, I would like to plot the...

Hi, I am estimating an error-correction model in a multivariate framework. Since the standard procedure (Johansen ML) leads to not satisfaying results, I use the two-steps Engle-Granger approach. However, my interest lies in analysing the impulse responses functions in the VECM. So I would like to k...

Thanks for the patch. Unfortunatly, it seems that it does not fix the error that disabled the first trend specification in the DOLS estimation since it produce the same error message. Hence, there is still no way to add a constant or trend in the set of cointregrating regressor. Thank you for you he...

Dear Glenn, Many thanks for your reply. I understand the new framework you have implemented regarding DOLS procedures. By "main specification", I guess you mean the first blank line in the top of the DOLS windows "equation specification". I have already tried to add a constant in...

Hi, After installing the lattest eviews 7.2 update (released on february, 28), it seems that the DOLS procedure doesn't allow for constant or trend in the space of deterministic regressors. Indeed, the estimation works only when I select "none" in the trend specification, while in any othe...

Hi, Thank you for your prompt reply. I know the differences between the two methods but i was not sure if I have to enter my variables into level or not in the equation specification box, since for exemple in the VAR estimation data are not transformed into differences by EViews whereas they are whe...

Hi, I am carrying a cointegration estimation, through EViews ,7 between a set of I(1) variables using FMOLS and DOLS procedures (since there is some correlation troubles with the VAR method). I am wondering if I do enter my variables (in the equation specification and the deterministic regressors) i...