how to add AR term in a specified regression equation?

[bloodraven]

Hi everyone

first time post in the forum here. I have a quick question, normally when i run regression without specifying the equation, i just add a AR(1) at the end of the variables list. but when i need to run regression as a specified equation, eviews keeps telling me AR is not defined.

much appreciated

[EViews Gareth]

I don't understand what you mean.

[bloodraven]

yeah i didnt say that very clearlly probably because i was in a rush.

normally when i need to add Autoregressive terms, i just add AR(1) in the equation specification.
for expample:
dwlhscommval c dwlhscommval(-1) finapprnewval ipddwl finapprnewval(-1) ipddwl(-1) m4 gst ar(1)


Now when i want to do a specified equation ie:

dwlhscommval=c(1)+ c(2)*dwlhscommval(-1) + c(3)*(finapprnewval/ipddwl) + c(4) * (finapprnewval(-1)/ipddwl(-1)) + c(5)* (m4) + c(6)*gst


How do i add the ar term to the above equation?

when i tried to add the ar term , ie type in:
dwlhscommval=c(1)+ c(2)*dwlhscommval(-1) + c(3)*(finapprnewval/ipddwl) + c(4) * (finapprnewval(-1)/ipddwl(-1)) + c(5)* (m4) + c(6)*gst + c(7)*ar(1)

i get the error message "AR is not defined"

[EViews Gareth]

use:

Code: Select all

+ [ar(1)=c(7)]

at the end.

[bloodraven]

thanx a lot