Saving Unit root test in a matrix

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

Ikearth
Posts: 2
Joined: Mon Sep 22, 2014 4:51 pm

Saving Unit root test in a matrix

Postby Ikearth » Mon Sep 22, 2014 4:56 pm

Hello,

i got a few problems with a program that i'm doing. After the first run, it says "insufficient observations" and i don't know what to do.

Here is the code:

wfcreate wftarea1 u 500
for !i = 1 to 3
scalar phi!i=(0.85+0.05*(!i-1))
next
scalar phi4=0.99
scalar alpha1=0
scalar beta1=0
scalar alpha2=0.1
scalar beta2=0.8
scalar alpha3=0.25
scalar beta3=0.65
scalar alpha4=0.45
scalar beta4=0.45
scalar alpha5=0.65
scalar beta5=0.25
scalar alpha6=0.8
scalar beta6=0.1

HERE IS THE IMPORTAN PART

for !m=1 to 1000
smpl 1 500
series n1=nrnd
series h1=0
smpl 2 500
series h1 = 1 - alpha1 - beta1 + (alpha1*n1+beta1)*(h1(-1))^(1/2)
smpl 1 500
series error1=n1*(h1)^(1/2)
series y1=0
smpl 2 500
series y1=phi1*y1(-1)+error1
smpl @all
matrix (1000,1) ys_t

'I GOT THE MESSAGE HERE

freeze(adftable) y1.uroot(adf, trend,info=sic)
ys_t (!m,1)=@val(adftable(7,4))
d adftable
d y1
d error1
d h1
d n1

next
d n*
d h*
d error*

I will appreciate any help

Thank for reading :D

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Saving Unit root test in a matrix

Postby EViews Gareth » Tue Sep 23, 2014 8:24 am

I can run that program without any errors. Make sure your copy of EViews is up to date.

Ikearth
Posts: 2
Joined: Mon Sep 22, 2014 4:51 pm

Re: Saving Unit root test in a matrix

Postby Ikearth » Tue Sep 23, 2014 6:04 pm

Thanks, you were right!
:lol:


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests