ARDL FOR 30 EQUATIONS
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Re: ARDL FOR 30 EQUATIONS
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Last edited by adarshad on Thu Apr 29, 2021 10:44 am, edited 1 time in total.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: ARDL FOR 30 EQUATIONS
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.
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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Re: ARDL FOR 30 EQUATIONS
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Last edited by adarshad on Thu Apr 29, 2021 4:03 pm, edited 2 times in total.
Re: ARDL FOR 30 EQUATIONS
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Last edited by adarshad on Thu Apr 29, 2021 3:37 pm, edited 1 time in total.
Re: ARDL FOR 30 EQUATIONS
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
just correct my code;;;am trying but i cannot understand
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 )
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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
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ARDL FOR 30 EQUATIONS
I'm afraid we are not a code-writing or correcting service.
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Re: ARDL FOR 30 EQUATIONS
sorry but any suggestion
i am running the program but its not selecting the ardl lag for longrun ardl bound
thanks for your review
i am running the program but its not selecting the ardl lag for longrun ardl bound
thanks for your review
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