"t stats not defined" error in rolling regression

[jm13]

Hi

I'm trying to run a rolling regression and I am stopped from running it when this error message appears: "TSTATS not defined". How do I define the tstats so that I can run the rolling regression. My code is as follows:

workfile thesisA4
!window = 1000
!step = 1
!length = @obsrange
system sys09
sys09.append rstr=c(1)
sys09.append ngnr=c(2)
!nrolls = @round((!length- !window)/!step)
matrix(9, !nrolls) coefmat
matrix(9, !nrolls) tstats
!j=0
for !i = 1 to !length- !window+1- !step step !step
!j=!j+1
smpl @first+!i-1 @first+!i+!window-2
sys09.arch(b,h) @diagbekk c(fullrank) arch(1) garch(1)
colplace(coefmat, sys09.@coefs, !j)
colplace(tstats, sys09.@tstats, !j)
next

show coefmat
show tstats

I am using Eviews Student Version 6. I also looked at previous posts and did a search on the forum but could not find anything on t stats that was relevant. How can I alter the code so that this error will go away? Please help.

JM13

[EViews Gareth]

You appear to have written an EViews program. Given that the student version of EViews doesn't support programming, that's probably what is going wrong.

[jm13]

Hi

Thanks for your answer and I will try it on a normal EViews. But I remember I once got it to work on the Student Version. Do you have any suggestions? Does the code seem OK anyway?

JM13

[EViews Gareth]

Yes