commands Error

[Scalper]

someone help me

i wrote equation cointeg.ls(h) {%equation_cointeg} but the eviews keep showing me up the same message

"alpha series in specification - %dowjones c %brentoil - @EXPAND can convert to catagorical dummies in cointeg.ls(h) %dowjones c %brentoil%

why??

regards

[trubador]

Code: Select all

%equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil

[Scalper]

But with that command it doesn t show me up no equation of cointegration in my eviews "environment"

The next commands that i have are:

i) cointeg.makeresids residcointeg
ii)series z=residcointeg(-{%d})
iii)sort z

regards

[trubador]

That correction refers to the beginning of your code:

Code: Select all

%dowjones="DJ" %brentoil="BO" %equation_cointeg="%dowjones c %brentoil"

Replace the last line with the following:

Code: Select all

%equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil

[Scalper]

I replaced it but doesn t appear anything in my environmment when i run.

The NeXT command are well written??

Thank you

[Scalper]

replaced again and doesn t work :(

[trubador]

Have you adjusted your equation accordingly?

Code: Select all

equation cointeg.ls(h) {%equation_cointeg}

[Scalper]

Trubator,

in the beggining of my codes i replaced to" %equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil" and then
to calculate de equation cointegration i put equation cointeg.ls(h) {%equation_cointeg} and , even so, it doesn t work.

:(