Problem with coint command

[fritz_austria]

Problem with coint command. The enclosed program writes the results from the coint-command into a spool object (line 85). Which works when no number of lags is given (i.e. coint(s)). Writing the results into the spool object fails when the number of lags is given by an information criterion as in line 84 which is commented out. (in this case !p=3). The error message is

Invalid specification of number of cointegrating equations i
n "PRINT INDICATORS.COINT(S,3)" in COINT_PROG.PRG on line
84.

Enclosed find the program file coint_prog.prg and the corresponding data file coint_data.wf1.

Can someone help me to solve the problem.

Fritz

[EViews Gareth]

Not entirely sure I follow, but if you want to specify the lags for the Johansen test, it is an argument, not an option:

Code: Select all

indicators.coint(s) 1 !p

[fritz_austria]

Thank you. This works.

However, I find it confusing that the lag specification is an option when the series are specified after the coint command while the lags are a parameter in case the series are a group followed by the coint command.

Fritz