Chow lin error
Posted: Mon Jun 20, 2016 5:01 am
Why is the second indicator variable omitted in Chow-Lin procedure? Lin1 and lin3 yield same values...
The Eviews manual states that "...appending the keyword “@indicator” followed by the series name or names at the end of the copy command"
The Eviews manual states that "...appending the keyword “@indicator” followed by the series name or names at the end of the copy command"
Code: Select all
wfcreate(wf=quarterly, page=quarterly) q 1995q1 2015q4
pagecreate(page=monthly) m 1995m1 2015m12
pageselect quarterly
series a = nrnd
pageselect monthly
series x = nrnd
series y = nrnd
copy(c=chowlinl) Quarterly\a monthly\lin1 @indicator x
copy(c=chowlinl) Quarterly\a monthly\lin2 @indicator y x
copy(c=chowlinl) Quarterly\a monthly\lin3 @indicator x y
show lin*