EViews.com

Posted: **Thu Mar 08, 2018 4:51 am**

Dear Forum,

I am having trouble running an ARDL model where I specify the lag length for each regressor individually.
In the ARDL equation estimation window Eviews10 introduces the new feature by stating "use @lf(variable,lag) to manually specify a fixed lag".

So If I type something like "var1 var2 @fl(var3,2)" in the estimation menu window and choose fixed regressors with 5 lags for the dependent variable and 0 for the regressors then I get an ARDL(5,0,2) which is what I want.
The syntax from the capture window is:

Code: Select all

ardl(fixed, deplags=5, reglags=0) var1 var2 @fl(var3,2) @

However if I try to run that command as part of a program I receive an error message "@FL is not a Genr or series expression function ...".

Did anybody manage to fix this problem and run ARDL models in programs with a fixed and specific lag structure?

Kind regards,
Rafael

Posted: **Thu Mar 08, 2018 5:10 am**

Is your copy of 10 up to date?

Posted: **Thu Mar 08, 2018 5:21 am**

Yes I installed it today and when checking for updates it says it's up to date.
It's the 64bit version. Does it work with 32?

Posted: **Thu Mar 08, 2018 9:04 am**

Can you confirm the following stand-alone program doesn't work?

Code: Select all


wfcreate u 100

series var1=nrnd
series var2=nrnd
series var3=nrnd
ardl(fixed, deplags=5, reglags=0) var1 var2 @fl(var3,2)  @

Posted: **Thu Mar 08, 2018 11:35 am**

It does!
And also when I run my previous code it works now.
I don't know maybe due to me restarting the program.

Anyway, thank you very much for your help!

EViews.com

ARDL model with fixed individual lags

ARDL model with fixed individual lags

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