makeresid for dynamic ols doesn't work
Posted: Wed Jul 20, 2011 9:38 am
Hi,
I am working with Eviews 7.2
I found one bug about the command "makeresid".
If I try to create the residuals series from the new constructed cointegration function with dynamic ols, the eviews would exit aotumatically.
equation eq1.cointreg(method=dols, lltype=none) log(variable 1) log(variable 2) ...
eq1.makeresid res
But, this command works for the other type of regression.
for example,
equation eq1.cointreg variable1 variable2
eq1.makeresid res
If I created one cointegration function with dols first, then save it, and then exit. Then, log in the eviews agian. The residuals still can be gained.
The problem for me is that now I have 14641 pair-wises for ECM analysis. I cannot save the residuals manually one by one.
My programme cannot run because of this bug (my programme can run for the other type of regression).
Could you fix it in your next patch or tell me how to deal with this problem with eviews 7.2
many thanks
Jianan Li
I am working with Eviews 7.2
I found one bug about the command "makeresid".
If I try to create the residuals series from the new constructed cointegration function with dynamic ols, the eviews would exit aotumatically.
equation eq1.cointreg(method=dols, lltype=none) log(variable 1) log(variable 2) ...
eq1.makeresid res
But, this command works for the other type of regression.
for example,
equation eq1.cointreg variable1 variable2
eq1.makeresid res
If I created one cointegration function with dols first, then save it, and then exit. Then, log in the eviews agian. The residuals still can be gained.
The problem for me is that now I have 14641 pair-wises for ECM analysis. I cannot save the residuals manually one by one.
My programme cannot run because of this bug (my programme can run for the other type of regression).
Could you fix it in your next patch or tell me how to deal with this problem with eviews 7.2
many thanks
Jianan Li