illegal lag or index specification for coefficient C

[Chuvaekek]

Hi!.

I'm new to eviews. my problem is that my equation in ADF testing in level is

d(interest)=c+trend+interest(-1)+e

whenever i enter this equation that i learned from youtube, illegal lag or index specification for coefficient c was always showed.

pls help me!.

give me alternative equation or simple equation in ADF testing in level and in 1st difference

my variables are:

Interest, inflation, forex, m2, financials, industrial and property

[EViews Gareth]

I'm going to assume you just want to estimate an equation, and I'm going to ignore the part about ADF testing (since it doesn't make sense)...
Enter your equation as:

Code: Select all

d(interest) c trend interest(-1)

[Chuvaekek]

doesn't work either. trend is not defined.

im using eviews 6.


i have another question.how can i convert may data into non-stationary data and stationary data?
thank you.

[EViews Gareth]

Code: Select all

d(interest) c @trend interest(-1)

[Chuvaekek]

it didn't work. anyway. if my data has a unit root, it will stay as it is. but how will i generate new data in 1st difference?

[startz]

Since you're new to EViews, you might want to look at http://www.eviews.com/Learning/index.html or http://www.eviews.com/illustrated/illustrated.html

[Chuvaekek]

thank you startz

anyway. I used 1st differenced data in cointegration and granger. i did the test in groups. e.g. 1 independent variables and 3 dependent. the result showed that all of them have cointegrating relation. however, when i run the variables in pair. they dont established cointegrating relation but the granger results that the ind granger cause the dep variable. Im confused. pls tell the what is the right step in testing the econometric?

thank you again