NA values in DOLS residuals

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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

NA values in DOLS residuals

Postby selin1000 » Thu Mar 22, 2012 2:07 pm

I run a cointegrating- DOLS regression and create the residual series, but I get lots of NA values. How can I fix this problem? I would be truly grateful if somebody could give me bit of advice or recommendation... I cant compute the test statistics of my study because of the NA values in my residual series. :(

Thank you so much in advance, and have a great evening.

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

Re: NA values in DOLS residuals

Postby EViews Gareth » Thu Mar 22, 2012 4:16 pm

NAs in the residual series indicate that that observation was not included in the estimation. If an observation isn't included in the estimation it should not have a residual.
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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

Re: NA values in DOLS residuals

Postby selin1000 » Sun Mar 25, 2012 11:46 pm

Thank you very much :) I finally figured that out too, thanks to you! :)
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