vecm.beta crash

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

nupogodi
Posts: 53
Joined: Thu Jun 03, 2010 12:50 am

vecm.beta crash

Postby nupogodi » Wed Oct 01, 2014 2:03 am

Eviews crashes when beta or alpha index is out of bounds.

wfcreate a 1900 2014
series a = nrnd
series b = nrnd
series v = nrnd

var vecm.ec(d ,1) 1 3 a b v

for !i = 1 to 4
scalar b_!i = vecm.b(0,!i)
scalar a_!i = vecm.a(0,!i)
next


PS. Could you please recall what is the principal difference between options (c) and (d) in case of Johansen procedure - both include linear trend in the data?

c Linear trend in the data, and an intercept but no trend in the cointegrating equation. [2 CONSTANTS ARE ACTUALLY INCLUDED]
d Linear trend in the data, and both an intercept and a trend in the cointegrating equation [TREND AND 2 CONSTANTS ARE ACTUALLY INCLUDED]

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

Re: vecm.beta crash

Postby EViews Gareth » Wed Oct 01, 2014 8:25 am

Thanks, we'll fix.


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 1 guest