ARDL bug in EViews 14 ?

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Bob
Posts: 48
Joined: Mon Jan 17, 2022 6:10 am

ARDL bug in EViews 14 ?

Postby Bob » Sun Feb 08, 2026 4:09 pm

Dear EViews team,
Using the ARDL procedure in EViews 14, the estimation runs normally and the cointegration equation is correctly estimated, but all ARDL coefficients are reported as zero (t = 0, p = 1) !
Best regards

for exemple :
Dependent Variable: RATE_10Y
Method: ARDL
Date: 02/09/26 Time: 00:04
Sample: 2003M04 2025M09
Included observations: 270
Lag selection: Automatic (deplags=12, reglags=0)
Selected model: ARDL(3,0,0) using AIC (12 models evaluated)
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 5.0000)

Variable Coefficient Std. Error t-Statistic Prob.*

Distributed-lag Regressors

Dependent
RATE_10Y(-1) 0.000000 0.086579 0.000000 1.0000
RATE_10Y(-2) 0.000000 0.150383 0.000000 1.0000
RATE_10Y(-3) 0.000000 0.078682 0.000000 1.0000

Independent
INF 0.000000 0.003984 0.000000 1.0000
CONV_PM 0.000000 0.005289 0.000000 1.0000

Deterministic Regressors

C 0.000000 0.013360 0.000000 1.0000

R-squared 0.998085 Mean dependent var 2.990556
Adjusted R-squared 0.998049 S.D. dependent var 1.180612
S.E. of regression 0.052149 Akaike info criterion -3.047465
Sum squared resid 0.717943 Schwarz criterion -2.967500
Log likelihood 417.4078 Hannan-Quinn criter. -3.015355
F-statistic 27521.89 Durbin-Watson stat 1.980610
Prob(F-statistic) 0.000000

*Note: p-values and any subsequent test results do not account for model
selection.




Deterministics: Rest. constant (Case 2)

Variable Coefficient Std. Error t-Statistic Prob.

INF 1.136709 0.957254 1.187468 0.2361
CONV_PM 0.494911 0.475037 1.041836 0.2984
C 0.438690 1.450053 0.302534 0.7625

EViews Gareth
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Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL bug in EViews 14 ?

Postby EViews Gareth » Sun Feb 08, 2026 6:49 pm

Build date of EViews? (Help->About EViews)

Bob
Posts: 48
Joined: Mon Jan 17, 2022 6:10 am

Re: ARDL bug in EViews 14 ?

Postby Bob » Sun Feb 22, 2026 10:13 am

Jan 5 2026 and now Feb 19 2026 with the same problem !

EViews Gareth
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Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL bug in EViews 1[emoji[emoji2390][emoji[emoji2390]391]9[emoji2390]] ?

Postby EViews Gareth » Sun Feb 22, 2026 11:33 am

Could you provide the workfile?

Bob
Posts: 48
Joined: Mon Jan 17, 2022 6:10 am

Re: ARDL bug in EViews 14 ?

Postby Bob » Mon Feb 23, 2026 2:29 am

for exemple
Attachments
test_bob.wf1
(72.66 KiB) Downloaded 60 times

igor
Posts: 27
Joined: Thu Dec 24, 2015 10:32 am

Re: ARDL bug in EViews 14 ?

Postby igor » Mon Feb 23, 2026 8:02 am

Funny case: Estimation - Option - Coefficient name (return C instead of ardl). All will be fine :P

EViews Gareth
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Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL bug in EViews 14 ?

Postby EViews Gareth » Mon Feb 23, 2026 9:03 am

Ah, yeah, should be an easy fix for us - next patch.

Bob
Posts: 48
Joined: Mon Jan 17, 2022 6:10 am

Re: ARDL bug in EViews 14 ?

Postby Bob » Mon Feb 23, 2026 10:54 am

ok ok ;)


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