EViews.com

Hi,

I recently download the fracdiff add-in and I've been receiving the following error message every time I've tried to run the add-in with a series Y,

"Y_DIFF_COEFFS is not defined."

Can anyone explain me the problem?

P.S.: I've also tried with the command window, changing the value of "d", changing the sample size, and with different options of the dialog. Nothing seems to work.

What degree of fractional differencing did you use? I just entered "1", and it worked for me.

Hi Gareth,

I used a fractional differencing degree ("d") of 0.3 (I've also tried other fractional values of "d")

The value of d = 1 also work for me.

Thanks in advance.

Works for me with a value of 0.3 too. Is your copy of EViews up to date?

Maybe thats the problem. I'm using a copy of eviews at work that seems to be not updated, Thanks anyway Gareth!