Saving results from cointegration test

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jjulioro
Posts: 4
Joined: Fri Jul 06, 2012 1:44 pm

Saving results from cointegration test

Postby jjulioro » Wed Aug 19, 2015 10:34 am

Dear all,

I have e-views 8.1 on windows and have updated e.views with the latest patch.
I want to save the results of a cointegration test that comes about as follows

group Varij var1 var2
coint(method=po,trend="none",regtrend="linear",save=FMOLSa) Varij

but the option save=FMOLSa does not work at all.
I have also tried to define FMOLSa as a matrrix(20,20) before but it does not work either.

I finally tried

freeze(FMOLSa) coint(method=po,trend="none",regtrend="linear") Varij

but does not work either.


Could you please point me out to the way to do what I want?

Best regards,

JMJulio

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

Re: Saving results from cointegration test

Postby EViews Gareth » Wed Aug 19, 2015 10:44 am

There is no way to save the output of the cointegration test into a matrix when using one of the single equation methods. Youi can freeze the output into a table with:

Code: Select all

freeze(mytab) varij.coint(a, method=po, save=FMOLSa)


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