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Posted: **Sun Sep 03, 2017 8:30 pm**

Hi all,

Thank you in advance for all comments and help!
I am trying to write the code for a vecm.

I ran
var VECM
VECM.append(coint) b(1,2)=-2, b(1,1)=1
VECM.ec(a,1,restrict) 1 1 log(x) log(y) @dlog(z(-0)) dlog(z(-2))

and i got an error which says no lag specification provided for VAR estimation in "Do_VECM.EC(a,1,restrict) 1 1 log(x) log(y) @dlog(z(-0)) dlog(z(-2))".

Didn't I already specifiy the lag pairs of 1 1?

All help is appreciated!

Posted: **Sun Sep 03, 2017 8:39 pm**

Nothing wrong with that code. The following works just fine.

Code: Select all


wfcreate u 100
series y=rnd
series x=rnd
series z=rnd

var VECM
VECM.append(coint) b(1,2)=-2, b(1,1)=1
VECM.ec(a,1,restrict) 1 1 log(x) log(y) @dlog(z(-0)) dlog(z(-2))

Posted: **Sun Sep 03, 2017 11:27 pm**

I had a space in between my ec and the (.
Thank you very much for your help!

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Error No Lag Specification Provided

Error No Lag Specification Provided

Re: Error No Lag Specification Provided

Re: Error No Lag Specification Provided