Retrieving information from Coint command output
Posted: Mon Jul 07, 2014 9:26 pm
Hi,
I am trying to retrieve the output from the coint command, using freeze. But I don't seem to be able to get the syntax right. E.g. I've tried
freeze(test) coint(b, 4, cvsize=0.05) lexp ltpy lrer
and get an error message saying that I have used an "illegal lag or index specification for the series for the series coint."
I have also tried
coint(b, 4, cvsize=0.05) lexp ltpy lrer
freeze(test)
print test
Eviews tells me that it is printint test, but when I tried to read information from test, I get NAs.
Finally, I have had troubel adding exogenous variables to coint command, e.g.
coint(b, 4, cvsize=0.05) lexp ltpy lrer @ dd
freeze(test)
only to get the error message that there is a syntax error in "@"
I am stumped, please help.
I am trying to retrieve the output from the coint command, using freeze. But I don't seem to be able to get the syntax right. E.g. I've tried
freeze(test) coint(b, 4, cvsize=0.05) lexp ltpy lrer
and get an error message saying that I have used an "illegal lag or index specification for the series for the series coint."
I have also tried
coint(b, 4, cvsize=0.05) lexp ltpy lrer
freeze(test)
print test
Eviews tells me that it is printint test, but when I tried to read information from test, I get NAs.
Finally, I have had troubel adding exogenous variables to coint command, e.g.
coint(b, 4, cvsize=0.05) lexp ltpy lrer @ dd
freeze(test)
only to get the error message that there is a syntax error in "@"
I am stumped, please help.