ARDL FOR 30 EQUATIONS

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adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

Re: ARDL FOR 30 EQUATIONS

Postby adarshad » Thu Apr 29, 2021 9:44 am

next
Last edited by adarshad on Thu Apr 29, 2021 10:44 am, edited 1 time in total.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL FOR 30 EQUATIONS

Postby EViews Gareth » Thu Apr 29, 2021 10:00 am

Automating 30 estimations is relatively straight forward, and the programming guide has lots of examples.

Details on how to perform various post estimation tests can be found in the documentation.

Details on how to extract information from a post estimation test can be found in this thread.
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adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

Re: ARDL FOR 30 EQUATIONS

Postby adarshad » Thu Apr 29, 2021 11:09 am

next
Last edited by adarshad on Thu Apr 29, 2021 4:03 pm, edited 2 times in total.

adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

Re: ARDL FOR 30 EQUATIONS

Postby adarshad » Thu Apr 29, 2021 12:56 pm

next
Last edited by adarshad on Thu Apr 29, 2021 3:37 pm, edited 1 time in total.

adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

Re: ARDL FOR 30 EQUATIONS

Postby adarshad » Thu Apr 29, 2021 1:38 pm

please help me to write this program so that it performs ardl and then uses selected lag length to ardl long bound cointegration with same lag length and error correction form
adarshad wrote:

Code: Select all



!maxlags =6
   !bestlag_A= 0
     
            !bestlag_B= 0
               !bestlag_C= 0
           !bestlag_d= 0
                     
                     
!row=4
 for !i=1 to 30

!aic = 99999999
for !lag_A= 0 to !maxlags
 
      for !lag_B= 0 to !maxlags
            for !lag_C= 0 to !maxlags
             for !lag_d= 0 to !maxlags
equation eq{!i}ardl.ardl(deplags=6, reglags=6, trend=none, ic=aic ) x{!i}a x{!i}b x{!i}c x{!i}d
   if eq{!i}ardl.@aic < !aic then
!bestlag_a =(!lag_a)  'if this lag specification has the best AIC, then store this lag as !bestlag.
!bestlag_b =(!lag_b)
 !bestlag_c =(!lag_c)
 !bestlag_d =(!lag_d)
!aic= eq{!i}ardl.@aic
equation eq{!i}ardl.cointrep  x{!i}a(-!bestlag_a)  x{!i}b(-!bestlag_b) x{!i}c(-!bestlag_c ) x{!i}d(-!bestlag_d )
 
             
endif
show eq{!i}ardl.ardl x{!i}a(-!bestlag_a) x{!i}b(-!bestlag_b) x{!i}c(-!bestlag_c ) x{!i}d(-!bestlag_d )
show eq{!i}ardl.cointrep  x{!i}a(-!bestlag_a)  x{!i}b(-!bestlag_b) x{!i}c(-!bestlag_c ) x{!i}d(-!bestlag_d )
 
NEXT
NEXT
NEXT
NEXT
NEXT


please can you check and correct for ardl long form bound test estimation too
your little help will save my lot of time
i ran and selected ardl lag length and then i want to run long run ardl bond estimation for selected lag
i hope its easy n simple for you to understand @EViews Gareth and to correct
I want to acheive these for all equations(i)

1.'Make EC equation.
ardldeg.makecoint cointdeg

2;'Run Residual Serial Correlation Test
ardldeg.auto

3;'Run Residual Heteroskedasticity Test
ardldeg.hettest @regs

just even first for this setup would be really beneficial

just correct my code;;;am trying but i cannot understand

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL FOR 30 EQUATIONS

Postby EViews Gareth » Thu Apr 29, 2021 2:03 pm

I'm afraid we are not a code-writing or correcting service.
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adarshad
Posts: 101
Joined: Wed Sep 05, 2018 10:32 am

Re: ARDL FOR 30 EQUATIONS

Postby adarshad » Thu Apr 29, 2021 3:36 pm

sorry but any suggestion
i am running the program but its not selecting the ardl lag for longrun ardl bound
thanks for your review


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