Retrieving information from Coint command output

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Gabriel de Kock
Posts: 4
Joined: Mon Jul 07, 2014 8:14 pm

Retrieving information from Coint command output

Postby Gabriel de Kock » Mon Jul 07, 2014 9:26 pm

Hi,

I am trying to retrieve the output from the coint command, using freeze. But I don't seem to be able to get the syntax right. E.g. I've tried
freeze(test) coint(b, 4, cvsize=0.05) lexp ltpy lrer
and get an error message saying that I have used an "illegal lag or index specification for the series for the series coint."

I have also tried
coint(b, 4, cvsize=0.05) lexp ltpy lrer
freeze(test)
print test

Eviews tells me that it is printint test, but when I tried to read information from test, I get NAs.

Finally, I have had troubel adding exogenous variables to coint command, e.g.
coint(b, 4, cvsize=0.05) lexp ltpy lrer @ dd
freeze(test)
only to get the error message that there is a syntax error in "@"

I am stumped, please help.

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

Re: Retrieving information from Coint command output

Postby EViews Gareth » Tue Jul 08, 2014 8:15 am

Put the series in a group, then use the:

Code: Select all

freeze(test) group.coint(b, 4 cvsize=0.05)
syntax.

Gabriel de Kock
Posts: 4
Joined: Mon Jul 07, 2014 8:14 pm

Re: Retrieving information from Coint command output

Postby Gabriel de Kock » Tue Jul 08, 2014 3:03 pm

Thank you, i figured it out late last night


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