ARDL FOR 30 EQUATIONS

[adarshad]

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[EViews Gareth]

Automating 30 estimations is relatively straight forward, and the programming guide has lots of examples.

Details on how to perform various post estimation tests can be found in the documentation.

Details on how to extract information from a post estimation test can be found in this thread.

[adarshad]

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[adarshad]

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[adarshad]

please help me to write this program so that it performs ardl and then uses selected lag length to ardl long bound cointegration with same lag length and error correction form

Code: Select all

!maxlags =6 !bestlag_A= 0 !bestlag_B= 0 !bestlag_C= 0 !bestlag_d= 0 !row=4 for !i=1 to 30 !aic = 99999999 for !lag_A= 0 to !maxlags for !lag_B= 0 to !maxlags for !lag_C= 0 to !maxlags for !lag_d= 0 to !maxlags equation eq{!i}ardl.ardl(deplags=6, reglags=6, trend=none, ic=aic ) x{!i}a x{!i}b x{!i}c x{!i}d if eq{!i}ardl.@aic < !aic then !bestlag_a =(!lag_a) 'if this lag specification has the best AIC, then store this lag as !bestlag. !bestlag_b =(!lag_b) !bestlag_c =(!lag_c) !bestlag_d =(!lag_d) !aic= eq{!i}ardl.@aic equation eq{!i}ardl.cointrep x{!i}a(-!bestlag_a) x{!i}b(-!bestlag_b) x{!i}c(-!bestlag_c ) x{!i}d(-!bestlag_d ) endif show eq{!i}ardl.ardl x{!i}a(-!bestlag_a) x{!i}b(-!bestlag_b) x{!i}c(-!bestlag_c ) x{!i}d(-!bestlag_d ) show eq{!i}ardl.cointrep x{!i}a(-!bestlag_a) x{!i}b(-!bestlag_b) x{!i}c(-!bestlag_c ) x{!i}d(-!bestlag_d ) NEXT NEXT NEXT NEXT NEXT

please can you check and correct for ardl long form bound test estimation too
your little help will save my lot of time
i ran and selected ardl lag length and then i want to run long run ardl bond estimation for selected lag
i hope its easy n simple for you to understand @EViews Gareth and to correct
I want to acheive these for all equations(i)

1.'Make EC equation.
ardldeg.makecoint cointdeg

2;'Run Residual Serial Correlation Test
ardldeg.auto

3;'Run Residual Heteroskedasticity Test
ardldeg.hettest @regs

just even first for this setup would be really beneficial

just correct my code;;;am trying but i cannot understand

[EViews Gareth]

I'm afraid we are not a code-writing or correcting service.

[adarshad]

sorry but any suggestion
i am running the program but its not selecting the ardl lag for longrun ardl bound
thanks for your review