EViews.com

I want to apologize for wasting your time, since the program does indeed work fine after updating eviews.

However, I have another question.
How should I adjust this code such that the equation r1=c(1)+c(2)*regressor(-1) is not estimated by OLS, but with GLS instead?

No I don't think so. But it doesn't seem logic to me that that would be the problem, since I don't use (as far I know) codes that eviews does not know. However I will update eviews and try it again. You will hear from me (maybe end of the week) whether it has helped me. Anyway thanks for your help u...

How strange. I am using eviews 7, so that's not a problem right?
I also used eviews 5, but then '@cumsum' is not defined. What version of eviews do you use?

If it helps, I uploaded here my workfile and the program.

Yes I got data of r1 over the period 1906-2005 and I got data of the regressor over the period 1906-2005.

Hi! I have a question about my eviews code, which should perform a rolling regression. I got yearly data over the years 1906-2005. The equation that i want to fit is r1=c(1) + c(2)*regressor(-1). Also, I want to compare this equation to the equation r1=c(1). The code I'm using for this is given belo...