Using equation residuals dynamically ??

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donihue
Posts: 139
Joined: Wed Oct 07, 2009 8:51 am

Using equation residuals dynamically ??

Postby donihue » Sun Nov 06, 2011 11:28 am

In the context of a multi-equation model, I would like to be able to write an equation specification which uses equation residuals dynamically - i.e., looks something like
"equation eq2.ls dlog(y) dlog(x) eq1.resid(-1)"
so that if the specification of eq1 changes, the residual used in eq2 is automatically updated (i.e., without having to use "eq1.makeresids" to construct the residual)

I have been unable to find how to do this. If it is possible, could someone tell me how?

Thanks and regards
Donihue

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Using equation residuals dynamically ??

Postby EViews Gareth » Sun Nov 06, 2011 12:10 pm

No, that can't be done.

donihue
Posts: 139
Joined: Wed Oct 07, 2009 8:51 am

Re: Using equation residuals dynamically ??

Postby donihue » Sun Nov 06, 2011 2:29 pm

Unfortunate - it would make the use of (non-Johansen-based) error-correction models much easier!

Regards
Donihue


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