restricting coef

[mjfl]

hi all,

i have read some methods to make all coeff add up to 1. eg c(1)+c(2)+c(3)=1 so rite c(3) in the least square as 1-c(1)-c(2).
1. what if i have lags that choose by themselves and i would like the lags to add up to 1 in all eqn? how can i do it?

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for !horizon= 59 to 82 smpl 1989q1 1989q1+!horizon equation eq{!horizon} for !i=0 to !maxlags for !j=0 to !maxlags eq{!horizon}.ls(cov=hac) y c x( to -!i) z( to -!j) if eq{!horizon}.@sc < !sc then !best2lag =!j !bestlag = !i !sc = eq{!horizon}.@sc endif next next eq{!horizon}.ls(cov=hac) y c x( to -!bestlag) z( to -!best2lag)

2. what if i would like the coefficient to remain 1? i.e. eq.ls y x z but coefficent of z is always 1?
3. is there anyway to restrict a cointreg such that coefficients add up to 1 too?

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equation eq4.cointreg y=c(1)*x+(1-c(1))*z

pls advice and thank u in advance. :)

[mjfl]

hi sorry could i get some phelp on this pls?

[EViews Gareth]

1) Since you can only impose the adding up condition when specifying an equation by expression, you'll have to change your code so that it specifies your equation by expression

2) ls y-z x

3) No