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Saving cointegration relationships from VECM

Posted: Wed Dec 14, 2016 7:53 am
by altaus
Hi,

I am trying to save the cointegration relationships from a VECM using makecoint as in the capture screen but the program crashes every time. I am using eViews 9. Do you know the reason? Alternatively, how can I save the cointegration relationships from a vecm?

{%var}.makecoint

Thanks a lot in advance,
Marta

Re: Saving cointegration relationships from VECM

Posted: Wed Dec 14, 2016 8:15 am
by EViews Gareth

Re: Saving cointegration relationships from VECM

Posted: Wed Dec 14, 2016 9:49 am
by altaus
Thanks, I had been following these instructions already.

Please see the workfile and program. I can run the makecoint line from the command window and I have no issues. However, when I run in from the program, eViews breaks down.

_var_us.makecoint

Regards,
Marta

Re: Saving cointegration relationships from VECM

Posted: Wed Dec 14, 2016 10:03 am
by EViews Gareth
You need to provide a group name.

Re: Saving cointegration relationships from VECM

Posted: Wed Dec 14, 2016 10:45 am
by altaus
Thanks, that worked.

Re: Saving cointegration relationships from VECM

Posted: Wed Dec 14, 2016 12:36 pm
by EViews Matt
The crash when omitting the group name within a program will be fixed in the next EViews patch.