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I use the following code and it works great! However when I include in the bracket e=2, I get a zero output each time. Is there anyway of storing the bootrapped p-values, or the ordinary p-values? (I can't see an option for this in the object reference). create u 5079 series y=@nrnd !window = 500 !s...

Thanks for your reply Gareth. So far I have the following code for a 5079 observation sample running the BDS test for a 500 observation window rolling forward 20 observations at a time; create u 5079 series y=@nrnd !window = 500 !step = 20 for !i=1 to 5079 step !step smpl @first+!i-1 @first+!i+!wind...

Thanks guys, I have got it to work.

One more question: I have over 10,000 observations and want a window size of 500 that rolls 10 observations at a time, thus the number of outputs will be quite large. Is there anyway to have the outputs put in a matrix one after another?

Thanks again,

Andrew

What i meant was that I have named my series y, and then copied and pasted the code and I get the error message "flow of control statement executed from the command line".

Hi Terry,

I have done the same but I still get an error message. I also use EV8. I have named the series 'y'. Does it matter how many observations there are? I am also using a clean Eviews file.

I am missing something really stupid.

Thanks

Andrew

Hi Gareth, Thanks for your reply. However the code seems to not work. When I input the line "for !i=1 to 100 step !step", an error message appears saying 'flow of control statement executed from the command list". And then after I input the next line I get "error in sample !I is ...

Is it possible conduct a rolling BDS on data in EViews? I have tried a few different loops but it doesn't seem to be working.

Any suggestions?

Thanks