makeresid for dynamic ols doesn't work

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lexjl5
Posts: 8
Joined: Wed Jul 20, 2011 8:52 am

makeresid for dynamic ols doesn't work

Postby lexjl5 » Wed Jul 20, 2011 9:38 am

Hi,

I am working with Eviews 7.2

I found one bug about the command "makeresid".

If I try to create the residuals series from the new constructed cointegration function with dynamic ols, the eviews would exit aotumatically.

equation eq1.cointreg(method=dols, lltype=none) log(variable 1) log(variable 2) ...
eq1.makeresid res

But, this command works for the other type of regression.
for example,

equation eq1.cointreg variable1 variable2
eq1.makeresid res

If I created one cointegration function with dols first, then save it, and then exit. Then, log in the eviews agian. The residuals still can be gained.

The problem for me is that now I have 14641 pair-wises for ECM analysis. I cannot save the residuals manually one by one.
My programme cannot run because of this bug (my programme can run for the other type of regression).

Could you fix it in your next patch or tell me how to deal with this problem with eviews 7.2

many thanks

Jianan Li

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: makeresid for dynamic ols doesn't work

Postby EViews Glenn » Wed Jul 20, 2011 11:33 am

We're looking into it...

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: makeresid for dynamic ols doesn't work

Postby EViews Glenn » Fri Jul 29, 2011 10:54 am

Forgot to post an update. Sorry.

The problem was related to the fact that the user's model was a static (no leads, lags, differences) DOLS specification (I like that, "static dynamic ols" :)). We weren't handling the zero augmenting terms case properly when trying to make the residuals.

A fix for this was posted on 7/26. Sorry for the inconvenience.

lexjl5
Posts: 8
Joined: Wed Jul 20, 2011 8:52 am

Re: makeresid for dynamic ols doesn't work

Postby lexjl5 » Mon Aug 01, 2011 7:17 pm

many thanks for your help :D
Forgot to post an update. Sorry.

The problem was related to the fact that the user's model was a static (no leads, lags, differences) DOLS specification (I like that, "static dynamic ols" :)). We weren't handling the zero augmenting terms case properly when trying to make the residuals.

A fix for this was posted on 7/26. Sorry for the inconvenience.


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