Hannan-Quinn
Posted: Mon Jun 22, 2015 8:37 am
Hi,
I'm programming a unit root test that requires uncorrelated residuals, for these i´m using information criteria to select the optimal lag length. The problem is with the command @hq, when i try to save the hq criteria in a scalar or in a control variable the following error appears "@HQ is an illegal or reserved name." (which does not appear with the other information criteria commands i.e @aic @schwarz). I`m using Eviews 9 64-bit version.
However if I try to save it in a series it works.
Best regards.
I'm programming a unit root test that requires uncorrelated residuals, for these i´m using information criteria to select the optimal lag length. The problem is with the command @hq, when i try to save the hq criteria in a scalar or in a control variable the following error appears "@HQ is an illegal or reserved name." (which does not appear with the other information criteria commands i.e @aic @schwarz). I`m using Eviews 9 64-bit version.
Code: Select all
genr x=rnd
equation e1.ls x c
!hannan1=@hq 'first error
scalar hannan2=@hq 'second error
Code: Select all
series hannan3=@hq