group.coint error with exogenous variables

[LaPadre]

Hi,

I am trying to add an exogenous variable (dummy) into an Engle-Granger cointegration test using the group view method.
The basic version works fine, but when I add the <@determ dummy> part of the command it results in an error message.

Code: Select all

gname.coint(method=eg, trend=constant, lag=a, lagtype=aic, p) @determ dummy

Error:
@DETERM is not a Genr or series expression function in "@DETERM" in "DO_ GNAME.COINT(METHOD=EG, TREND=CONSTANT, LAG=A, LAGTYPE=AIC, P) @DETERM DUMMY".

Point and click works fine.
I am using Eviews 9.5 Standard Edition Mar 17 2016 build.

Cheers.