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]
vecm.beta crash
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EViews Gareth
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Re: vecm.beta crash
Thanks, we'll fix.
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