just correct my code;;;am trying but i cannot understandplease can you check and correct for ardl long form bound test estimation tooCode: 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
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