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Re: PANEL DATA
Posted: Wed Nov 11, 2015 9:15 am
by startz
What value would you like y1 to take if h1 is not 1?
Re: PANEL DATA
Posted: Wed Nov 11, 2015 10:44 am
by COM446
I want to create 3 continuous series: y1 contains only x1 (when h1=1), y2 contains only x1 (when h1=2)...the sample size for each series will be 1/3 of whole sample
Re: PANEL DATA
Posted: Wed Nov 11, 2015 10:51 am
by startz
You can't run a regression, much less ARCH, with missing data. Perhaps you want x1=0 when h1 is 2 or 3?
Re: PANEL DATA
Posted: Wed Nov 11, 2015 11:14 am
by COM446
Ok, I will generate the new data series outside of eviews. Thanks a lot.
Re: PANEL DATA
Posted: Wed Nov 11, 2015 11:17 am
by startz
This has nothing to do with where you generate the series. If you generate them outside of EViews and bring them in you are going to get the exact same error message if you have missing values.