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Re: commands Error
Posted: Wed Dec 07, 2011 6:51 pm
by Scalper
someone help me
i wrote equation cointeg.ls(h) {%equation_cointeg} but the eviews keep showing me up the same message
"alpha series in specification - %dowjones c %brentoil - @EXPAND can convert to catagorical dummies in cointeg.ls(h) %dowjones c %brentoil%
why??
regards
Re: commands Error
Posted: Thu Dec 08, 2011 3:11 am
by trubador
Code: Select all
%equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil
Re: commands Error
Posted: Thu Dec 08, 2011 8:27 am
by Scalper
But with that command it doesn t show me up no equation of cointegration in my eviews "environment"
The next commands that i have are:
i) cointeg.makeresids residcointeg
ii)series z=residcointeg(-{%d})
iii)sort z
regards
Re: commands Error
Posted: Thu Dec 08, 2011 8:38 am
by trubador
That correction refers to the beginning of your code:
Code: Select all
%dowjones="DJ"
%brentoil="BO"
%equation_cointeg="%dowjones c %brentoil"
Replace the last line with the following:
Code: Select all
%equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil
Re: commands Error
Posted: Thu Dec 08, 2011 8:46 am
by Scalper
I replaced it but doesn t appear anything in my environmment when i run.
The NeXT command are well written??
Thank you
Re: commands Error
Posted: Thu Dec 08, 2011 9:33 am
by Scalper
replaced again and doesn t work :(
Re: commands Error
Posted: Fri Dec 09, 2011 8:10 am
by trubador
Have you adjusted your equation accordingly?
Code: Select all
equation cointeg.ls(h) {%equation_cointeg}
Re: commands Error
Posted: Tue Dec 13, 2011 4:44 am
by Scalper
Trubator,
in the beggining of my codes i replaced to" %equation_cointeg=%dowjones +" "+"c"+" "+ %brentoil" and then
to calculate de equation cointegration i put equation cointeg.ls(h) {%equation_cointeg} and , even so, it doesn t work.
:(