EViews.com

Eviews crashes when beta or alpha index is out of bounds.

wfcreate a 1900 2014
series a = nrnd
series b = nrnd
series v = nrnd

var vecm.ec(d ,1) 1 3 a b v

for !i = 1 to 4
scalar b_!i = vecm.b(0,!i)
scalar a_!i = vecm.a(0,!i)
next


PS. Could you please recall what is the principal difference between options (c) and (d) in case of Johansen procedure - both include linear trend in the data?

c Linear trend in the data, and an intercept but no trend in the cointegrating equation. [2 CONSTANTS ARE ACTUALLY INCLUDED]
d Linear trend in the data, and both an intercept and a trend in the cointegrating equation [TREND AND 2 CONSTANTS ARE ACTUALLY INCLUDED]

Thanks, we'll fix.