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Using equation residuals dynamically ??

Posted: Sun Nov 06, 2011 11:28 am
by donihue
In the context of a multi-equation model, I would like to be able to write an equation specification which uses equation residuals dynamically - i.e., looks something like
"equation eq2.ls dlog(y) dlog(x) eq1.resid(-1)"
so that if the specification of eq1 changes, the residual used in eq2 is automatically updated (i.e., without having to use "eq1.makeresids" to construct the residual)

I have been unable to find how to do this. If it is possible, could someone tell me how?

Thanks and regards
Donihue

Using equation residuals dynamically ??

Posted: Sun Nov 06, 2011 12:10 pm
by EViews Gareth
No, that can't be done.

Re: Using equation residuals dynamically ??

Posted: Sun Nov 06, 2011 2:29 pm
by donihue
Unfortunate - it would make the use of (non-Johansen-based) error-correction models much easier!

Regards
Donihue