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Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 11:43 am
by S.Onigbanjo
I am attempting to run the white heteroskedacity test under residual tests for a Vector Error Correction Model and constantly get
Positive or non-negative argument to function expected when I attempt to do so.
What could be the reason for this?
Any Advice?
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 11:43 am
by EViews Gareth
Could you provide the workfile? Also version and build date of your copy of EViews (Help->About EViews)
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 11:46 am
by S.Onigbanjo
I am using EViews 11
Enterprise Edition - Jun 15 2020 Build
Please find the Workfile Attached
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 11:51 am
by EViews Gareth
There is no vecm in that workfile.
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 11:55 am
by S.Onigbanjo
My mistake
Please check this one.
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 12:15 pm
by EViews Gareth
Give us a few days.
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 12:20 pm
by S.Onigbanjo
Ohh Gareth, before you go.
Do you think that this would be an issue due to a bug in the software
or
would it be due to my dataset?
Do you think the fact that I used so many variables is an issue in causing this?
Re: Error when running heteroscedasticity testing for VECM
Posted: Sat Jul 25, 2020 12:22 pm
by EViews Gareth
The error is because of too many variables/too few observations. We should probably have a better error.