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Calculating cumulative sums in a model object equation

Posted: Thu Jan 14, 2021 2:01 am
by pedrorico

I am trying to estimate a NARDL model within an Eviews model object equation and have been having difficulty generating an equation in Eviews that first produces the cumulative sum. To be clear, the model solves fine the way it is, but I would like to change one of the equations to a NARDL and therefore need to first construct a cumulative sum variable.

This is quite easy to do with a series, but of course, the series does not update nor does it run in the model projection period. It appears as if the model object does not recognise @sum or @cumsum, as when I open my model object, usually most equations have F(x,y) whereas when I use @cumsum there is simply nothing. I am wondering if I am missing something completely?

I first tried {modelname}.append y_plus = @cumsum(dlog_y_plus) but this does not seem to be appending itself properly to the model. In the periods prior to the estimation, the values are equal to the series I have also estimated (which is fine), but in the periods afterthe start of the estimation, the y_plus variable is simply the last value in the series.

It would be great to get some advice on which functions work within the Eviews model equation object that I might be able to use for such a task.

Thank you