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Hi. I'm trying to run an SUR regression for intervention analysis with a Control Group. I have a pooled data set in Excel that I am reading in and trying to analyze with code similar to the following:

' *********************************************************
' read data
' *********************************************************
wfopen "C:\Excel Data Set\data.xls"
' *********************************************************
' Create Pooled Data Object
' *********************************************************
pool TstGrp _Test _Cntrl
' *********************************************************
' Graph Preferred Apps Data
' *********************************************************
graph graphprefapps.line(merge) d(dv_test) d(dv_cntrl)
graphprefapps.setelem(2) lcolor(black)
graphprefapps.setelem(1) lcolor(red)
graphprefapps.addtext(t) State Group 1 Sales
graphprefapps.addtext(b) Date
graphprefapps.addtext(l) Sales Volume

' *********************************************************
' Carry Out SUR Intervention Analysis
' *********************************************************
equation TstGrp.LS(WGT=CXSUR,COV=CXWHITE) d(DV?) d(SINOMEGA1) d(SINOMEGA2) d(SINOMEGA3) d(SINOMEGA4) _
d(SINOMEGA5) d(COSOMEGA1) d(COSOMEGA2) d(COSOMEGA3) d(COSOMEGA4) d(COSOMEGA5) d(COSOMEGA6) _
@CXREG d(periods?) d(TEST?) AR(1) AR(2)
TstGrp.resids(g)
' TstGrp.correl(26)
' *********************************************************
' Save Coefficient Covariance Matrix and
' Convert to Correlation Matrix
' *********************************************************
sym cov1=TstGrp.@coefcov
scalar nrowcov1=@rows(cov1)
scalar ncolcov1=@columns(cov1)

matrix diagcov1=cov1

for !i = 1 to ncolcov1
for !j = 1 to nrowcov1
if !i=!j then diagcov1(!i,!j)=cov1(!i,!j)
else diagcov1(!i,!j)=0
endif
next
next

matrix stddiag=@sqrt(diagcov1)
matrix corr1=@inverse(stddiag)*cov1*@inverse(stddiag)
**************************************************************************
When I try to run this code, everything runs fine up to the point of the analysis which gives me the "Pool Estimates are not valid" error message. There is a TstGrp pool object in the workfile, and, if I click on it, EViews will happily carry out this same analysis in a point-and-click environment. Note that I have tried the analysis both with and without the question marks after the @CXREG option. It seems to make no difference whether or not they are included. If I reformat the data set so that the data are stacked instead of pooled, after a few adjustments to the equation, everything runs fine. In stacked form, however, I lose the ability to do separate post-intervention period analyses for the test and control groups.

A separate question is, "Is it possible in the TSCS framework to get multiplicative seasonality [(1 - Phi1 B1)(1 - Phi12B12)] or is one restricted to additive seasonality [(1 - Phi1B1 - Phi12B12 - Phi13B13)]?

I'm very new to EViews, so any help you can offer would be appreciated.

Matt

Could you post the data set?

I can't post my original dataset for business reasons. However, I am having the same issue with Harvey's UK Seatbelt Law data. It follows in CSV form. If there's a better way to get this to you, let me know and I'll send it again. Thanks for your very quick response.

Matt

date,lgMiles,lggascost,law,law_fs,law_rs,lgksi_fs,lgksi_rs,sinomega1,sinomega2,sinomega3,sinomega4,sinomega5,cosomega1,cosomega2,cosomega3,cosomega4,cosomega5,cosomega6
01/01/1969,9.11151,-2.2733,0,0,0,6.76504,5.59471,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,6.12303E-17,-0.5,-0.866025404,-1
02/01/1969,8.94703,-2.27923,0,0,0,6.71538,5.57973,0.866025404,0.866025404,1.22461E-16,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1969,9.20663,-2.28217,0,0,0,6.69208,5.76519,1,1.22461E-16,-1,-2.44921E-16,1,6.12303E-17,-1,-1.83691E-16,1,3.06152E-16,-1
04/01/1969,9.30155,-2.29389,0,0,0,6.70196,6.00881,0.866025404,-0.866025404,-2.44921E-16,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1969,9.3778,-2.29244,0,0,0,6.89871,6.1181,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,3.06152E-16,-0.5,0.866025404,-1
06/01/1969,9.42473,-2.29679,0,0,0,6.85118,6.05678,1.22461E-16,-2.44921E-16,3.67382E-16,-4.89843E-16,6.12303E-16,-1,1,-1,1,-1,1
07/01/1969,9.50748,-2.26554,0,0,0,6.91175,6.25767,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-4.28612E-16,-0.5,0.866025404,-1
08/01/1969,9.55073,-2.26263,0,0,0,6.99485,6.28413,-0.866025404,0.866025404,-4.89843E-16,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1969,9.40146,-2.26554,0,0,0,6.86485,6.00389,-1,3.67382E-16,1,-7.34764E-16,-1,-1.83691E-16,-1,5.51073E-16,1,8.57902E-16,-1
10/01/1969,9.33891,-2.27277,0,0,0,6.74524,6.07993,-0.866025404,-0.866025404,6.12303E-16,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1969,9.1936,-2.27565,0,0,0,7.01121,6.07304,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-2.44989E-15,-0.5,-0.866025404,-1
12/01/1969,9.13422,-2.28281,0,0,0,7.01481,6.07993,-2.44921E-16,-4.89843E-16,-7.34764E-16,-9.79685E-16,-1.22461E-15,1,1,1,1,1,1
01/01/1970,9.11932,-2.28992,0,0,0,6.82979,5.75574,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,-9.80363E-16,-0.5,-0.866025404,-1
02/01/1970,9.09751,-2.29557,0,0,0,6.80572,5.73979,0.866025404,0.866025404,8.57224E-16,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1970,9.30565,-2.30119,0,0,0,6.91374,5.86079,1,2.38866E-15,-1,-4.77732E-15,1,1.19433E-15,-1,-2.69481E-15,1,-2.45599E-16,-1
04/01/1970,9.28108,-2.31647,0,0,0,6.79347,5.89164,0.866025404,-0.866025404,-9.79685E-16,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1970,9.46591,-2.31923,0,0,0,6.89771,6.18621,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,-7.35441E-16,-0.5,0.866025404,-1
06/01/1970,9.467,-2.32197,0,0,0,6.76389,6.06146,3.67382E-16,-7.34764E-16,1.10215E-15,-1.46953E-15,-1.7158E-15,-1,1,-1,1,-1,1
07/01/1970,9.5461,-2.33017,0,0,0,6.99851,6.31173,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-2.93973E-15,-0.5,0.866025404,-1
08/01/1970,9.61086,-2.32882,0,0,0,7.0934,6.4708,-0.866025404,0.866025404,-1.22461E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1970,9.46498,-2.32867,0,0,0,6.93634,6.12249,-1,8.57224E-16,1,-1.71445E-15,-1,-4.28612E-16,-1,-4.9052E-16,1,3.18601E-15,-1
10/01/1970,9.39549,-2.33945,0,0,0,7.04491,6.16331,-0.866025404,-0.866025404,4.89978E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1970,9.27266,-2.34613,0,0,0,7.06561,6.12249,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-3.18465E-15,-0.5,-0.866025404,-1
12/01/1970,9.28192,-2.35276,0,0,0,7.16935,6.14847,-4.89843E-16,-9.79685E-16,-1.46953E-15,-1.95937E-15,-2.44921E-15,1,1,1,1,1,1
01/01/1971,9.23659,-2.33577,0,0,0,6.85013,5.87493,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,-2.45599E-16,-0.5,-0.866025404,-1
02/01/1971,9.23805,-2.34227,0,0,0,6.77308,5.60212,0.866025404,0.866025404,-1.96073E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1971,9.35245,-2.35002,0,0,0,6.7334,5.8693,1,4.65486E-15,-1,-9.30972E-15,1,2.32743E-15,-1,-3.42958E-15,1,9.79007E-16,-1
04/01/1971,9.41581,-2.35694,0,0,0,6.79459,6.05678,0.866025404,-0.866025404,-1.71445E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1971,9.51687,-2.36321,0,0,0,6.91473,6.14204,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,-6.77626E-19,-0.5,0.866025404,-1
06/01/1971,9.47647,-2.36945,0,0,0,6.88038,6.08677,2.38866E-15,-4.77732E-15,5.38962E-15,-9.55464E-15,-4.91198E-16,-1,1,-1,1,-1,1
07/01/1971,9.68378,-2.37565,0,0,0,7.00033,6.28972,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-3.6745E-15,-0.5,0.866025404,-1
08/01/1971,9.63037,-2.37688,0,0,0,7.08506,6.4708,-0.866025404,0.866025404,-1.95937E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1971,9.53416,-2.37812,0,0,0,6.89568,6.12468,-1,4.89978E-15,1,-9.79956E-15,-1,-2.44989E-15,-1,2.44244E-16,1,1.9614E-15,-1
10/01/1971,9.45164,-2.38304,0,0,0,6.98193,6.10032,-0.866025404,-0.866025404,-1.47088E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1971,9.34723,-2.38916,0,0,0,6.95177,5.99645,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-3.91942E-15,-0.5,-0.866025404,-1
12/01/1971,9.33706,-2.39402,0,0,0,7.01661,6.08905,-7.34764E-16,-1.46953E-15,-2.20429E-15,-2.93906E-15,3.43161E-15,1,1,1,1,1,1
01/01/1972,9.28758,-2.40007,0,0,0,6.91274,5.88332,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,4.89165E-16,-0.5,-0.866025404,-1
02/01/1972,9.26369,-2.40488,0,0,0,6.75344,5.81114,0.866025404,0.866025404,5.87947E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1972,9.42287,-2.40848,0,0,0,6.77878,5.743,1,5.1447E-15,-1,-1.02894E-14,1,2.57235E-15,-1,-4.16434E-15,1,-4.90181E-15,-1
04/01/1972,9.49635,-2.418,0,0,0,6.78785,6.05678,0.866025404,-0.866025404,-2.44921E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1972,9.53856,-2.42273,0,0,0,6.98008,6.07304,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,7.83951E-15,-0.5,0.866025404,-1
06/01/1972,9.55308,-2.42861,0,0,0,7.02198,6.18621,8.57224E-16,-1.71445E-15,-9.8104E-16,-3.4289E-15,-6.37202E-15,-1,1,-1,1,-1,1
07/01/1972,9.73696,-2.42022,0,0,0,7.08171,6.34388,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-4.40926E-15,-0.5,0.866025404,-1
08/01/1972,9.69054,-2.42836,0,0,0,6.96414,6.25958,-0.866025404,0.866025404,-9.79956E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1972,9.60798,-2.41979,0,0,0,6.84482,6.03548,-1,5.38962E-15,1,-1.07792E-14,-1,-2.69481E-15,-1,9.79007E-16,1,7.84222E-15,-1
10/01/1972,9.51281,-2.43353,0,0,0,6.97915,6.11368,-0.866025404,-0.866025404,6.36931E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1972,9.41083,-2.43693,0,0,0,6.99302,6.13556,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,2.45125E-15,-0.5,-0.866025404,-1
12/01/1972,9.39474,-2.44144,0,0,0,7.09672,6.20859,-9.79685E-16,-1.95937E-15,-2.93906E-15,-3.91874E-15,-4.89843E-15,1,1,1,1,1,1
01/01/1973,9.36666,-2.44819,0,0,0,6.80572,5.8693,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,8.32936E-15,-0.5,-0.866025404,-1
02/01/1973,9.31299,-2.45489,0,0,0,6.82002,5.84932,0.866025404,0.866025404,-4.91198E-16,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1973,9.52843,-2.46043,0,0,0,6.66823,5.6204,1,5.63454E-15,-1,-1.12691E-14,1,2.81727E-15,-1,-4.8991E-15,1,3.42822E-15,-1
04/01/1973,9.57373,-2.47906,0,0,0,7.01571,6.15698,0.866025404,-0.866025404,3.92145E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1973,9.57436,-2.46993,0,0,0,6.92166,6.18826,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,1.46885E-15,-0.5,0.866025404,-1
06/01/1973,9.65483,-2.47531,0,0,0,6.92952,6.22456,4.65486E-15,-9.30972E-15,6.85915E-15,-1.86194E-14,1.95801E-15,-1,1,-1,1,-1,1
07/01/1973,9.73116,-2.47958,0,0,0,7.01571,6.42811,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,1.9614E-15,-0.5,0.866025404,-1
08/01/1973,9.75742,-2.48278,0,0,0,7.03174,6.46147,-0.866025404,0.866025404,-3.4289E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1973,9.66644,-2.49125,0,0,0,7.01302,6.32615,-1,5.87947E-15,1,-1.17589E-14,-1,-2.93973E-15,-1,8.8192E-15,1,-4.8781E-16,-1
10/01/1973,9.54295,-2.5111,0,0,0,6.91572,6.11589,-0.866025404,-0.866025404,-1.35525E-18,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1973,9.44944,-2.49068,0,0,0,6.82002,6.03548,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-5.38895E-15,-0.5,-0.866025404,-1
12/01/1973,9.25254,-2.36244,0,0,0,6.89972,6.03787,-4.77732E-15,-9.55464E-15,-1.07792E-14,-1.91093E-14,9.82396E-16,1,1,1,1,1,1
01/01/1974,9.36014,-2.38163,0,0,0,6.59441,5.56834,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,1.95869E-15,-0.5,-0.866025404,-1
02/01/1974,9.28804,-2.22413,0,0,0,6.49979,5.70044,0.866025404,0.866025404,7.34899E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1974,9.42714,-2.23295,0,0,0,6.58479,5.71373,1,1.32298E-14,-1,-2.64596E-14,1,6.61491E-15,-1,1.47156E-15,1,-2.4526E-15,-1
04/01/1974,9.51819,-2.17118,0,0,0,6.61204,5.99396,0.866025404,-0.866025404,-3.91874E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1974,9.5788,-2.18521,0,0,0,6.81344,6.02345,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,9.30904E-15,-0.5,0.866025404,-1
06/01/1974,9.61707,-2.19538,0,0,0,6.78333,6.05444,4.89978E-15,-9.79956E-15,4.88487E-16,-1.95991E-14,-3.92281E-15,-1,1,-1,1,-1,1
07/01/1974,9.65899,-2.20454,0,0,0,6.80239,6.24611,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-5.87879E-15,-0.5,0.866025404,-1
08/01/1974,9.72585,-2.2238,0,0,0,6.96319,6.39693,-0.866025404,0.866025404,2.94177E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1974,9.59676,-2.23467,0,0,0,6.98101,6.12905,-1,6.36931E-15,1,-1.27386E-14,-1,-3.18465E-15,-1,2.44854E-15,1,5.39301E-15,-1
10/01/1974,9.52923,-2.2543,0,0,0,6.82329,6.09357,-0.866025404,-0.866025404,7.83884E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1974,9.43596,-2.12563,0,0,0,6.82437,6.02102,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,9.81718E-16,-0.5,-0.866025404,-1
12/01/1974,9.43891,-2.14028,0,0,0,6.85961,5.99146,-1.46953E-15,-2.93906E-15,-4.40858E-15,-5.87811E-15,6.86322E-15,1,1,1,1,1,1
01/01/1975,9.32803,-2.0172,0,0,0,6.49828,5.62762,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,9.79888E-15,-0.5,-0.866025404,-1
02/01/1975,9.31434,-2.03374,0,0,0,6.40853,5.71043,0.866025404,0.866025404,9.7833E-16,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1975,9.44438,-2.05324,0,0,0,6.65544,5.9428,1,1.37197E-14,-1,-2.74393E-14,1,6.85983E-15,-1,-6.36863E-15,1,-8.33342E-15,-1
04/01/1975,9.47409,-2.09113,0,0,0,6.45047,5.63121,0.866025404,-0.866025404,-1.17589E-14,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1975,9.61614,-2.13211,0,0,0,6.6733,6.09131,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,2.93838E-15,-0.5,0.866025404,-1
06/01/1975,9.63135,-2.15126,0,0,0,6.67203,6.01372,5.1447E-15,-1.02894E-14,8.32868E-15,-2.05788E-14,-9.80363E-15,-1,1,-1,1,-1,1
07/01/1975,9.65194,-2.16142,0,0,0,6.68835,6.03069,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,4.91875E-16,-0.5,0.866025404,-1
08/01/1975,9.73536,-2.16717,0,0,0,6.78446,6.23637,-0.866025404,0.866025404,-4.89843E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1975,9.60076,-2.17575,0,0,0,6.64509,5.97381,-1,6.85915E-15,1,-1.37183E-14,-1,-3.42958E-15,-1,1.02887E-14,1,1.12738E-14,-1
10/01/1975,9.55421,-2.18988,0,0,0,6.59578,5.84354,-0.866025404,-0.866025404,1.5679E-14,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1975,9.46141,-2.20174,0,0,0,6.75577,5.96871,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,7.35238E-15,-0.5,-0.866025404,-1
12/01/1975,9.46931,-2.16044,0,0,0,6.90174,6.15273,-1.71445E-15,-3.4289E-15,1.96208E-15,-6.8578E-15,1.2744E-14,1,1,1,1,1,1
01/01/1976,9.4073,-2.17337,0,0,0,6.55678,5.5835,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,3.42822E-15,-0.5,-0.866025404,-1
02/01/1976,9.38581,-2.18614,0,0,0,6.52796,5.743,0.866025404,0.866025404,8.81852E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1976,9.5117,-2.19146,0,0,0,6.50877,5.70378,1,1.42095E-14,-1,-2.8419E-14,1,7.10475E-15,-1,-1.42088E-14,1,-1.42142E-14,-1
04/01/1976,9.57616,-2.21053,0,0,0,6.46614,5.92158,0.866025404,-0.866025404,-1.95991E-14,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1976,9.67477,-2.22155,0,0,0,6.64769,6.02102,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,-3.43229E-15,-0.5,0.866025404,-1
06/01/1976,9.65432,-2.22669,0,0,0,6.4677,5.77455,5.38962E-15,-1.07792E-14,1.95801E-15,-2.15585E-14,-1.56844E-14,-1,1,-1,1,-1,1
07/01/1976,9.71372,-2.21563,0,0,0,6.71901,6.12687,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-7.34832E-15,-0.5,0.866025404,-1
08/01/1976,9.79395,-2.2296,0,0,0,6.6174,6.05678,-0.866025404,0.866025404,-1.27386E-14,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1976,9.64251,-2.24277,0,0,0,6.64249,5.84644,-1,7.34899E-15,1,-1.4698E-14,-1,-3.6745E-15,-1,1.81289E-14,1,1.71547E-14,-1
10/01/1976,9.58885,-2.24149,0,0,0,6.71538,6.04263,-0.866025404,-0.866025404,-4.90249E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1976,9.4809,-2.25546,0,0,0,6.69703,5.84064,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-4.8781E-16,-0.5,-0.866025404,-1
12/01/1976,9.41475,-2.26865,0,0,0,6.89366,5.9135,-1.95937E-15,-3.91874E-15,-5.87811E-15,-7.83748E-15,-9.79685E-15,1,1,1,1,1,1
01/01/1977,9.39033,-2.28819,0,0,0,6.57088,5.67332,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,1.12684E-14,-0.5,-0.866025404,-1
02/01/1977,9.39499,-2.29857,0,0,0,6.34036,5.41165,0.866025404,0.866025404,1.66587E-14,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1977,9.54917,-2.31403,0,0,0,6.42325,5.5835,1,1.46993E-14,-1,-2.93987E-14,1,7.34967E-15,-1,6.3727E-15,1,-2.00951E-14,-1
04/01/1977,9.56409,-2.27793,0,0,0,6.51915,5.82305,0.866025404,-0.866025404,9.82396E-16,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1977,9.63476,-2.27276,0,0,0,6.60935,5.69709,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,4.40791E-15,-0.5,0.866025404,-1
06/01/1977,9.73826,-2.28103,0,0,0,6.7334,5.95584,5.63454E-15,-1.12691E-14,9.79821E-15,-2.25382E-14,6.85644E-15,-1,1,-1,1,-1,1
07/01/1977,9.76198,-2.30422,0,0,0,6.78897,6.1717,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-1.51885E-14,-0.5,0.866025404,-1
08/01/1977,9.78098,-2.37907,0,0,0,6.74759,6.1591,-0.866025404,0.866025404,7.8429E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1977,9.69412,-2.38798,0,0,0,6.65157,5.80513,-1,7.83884E-15,1,-1.56777E-14,-1,-3.91942E-15,-1,-2.4526E-15,1,2.30355E-14,-1
10/01/1977,9.61374,-2.39993,0,0,0,6.72263,5.96871,-0.866025404,-0.866025404,2.9377E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1977,9.51959,-2.40771,0,0,0,6.7901,5.9135,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-8.328E-15,-0.5,-0.866025404,-1
12/01/1977,9.53546,-2.41541,0,0,0,6.95273,6.06611,-9.30972E-15,-1.86194E-14,-1.37183E-14,-3.72389E-14,-3.91603E-15,1,1,1,1,1,1
01/01/1978,9.4244,-2.4254,0,0,0,6.7901,5.90263,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,1.91086E-14,-0.5,-0.866025404,-1
02/01/1978,9.35945,-2.42642,0,0,0,6.43935,5.52146,0.866025404,0.866025404,-3.92281E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1978,9.6172,-2.44464,0,0,0,6.69456,5.87212,1,1.51892E-14,-1,-3.03784E-14,1,7.59459E-15,-1,-1.46749E-15,1,-2.59759E-14,-1
04/01/1978,9.60468,-2.46516,0,0,0,6.61473,5.71703,0.866025404,-0.866025404,-6.8578E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1978,9.71505,-2.4702,0,0,0,6.62539,5.93754,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,1.22481E-14,-0.5,0.866025404,-1
06/01/1978,9.734,-2.47181,0,0,0,6.76273,6.08677,5.87947E-15,-1.17589E-14,1.76384E-14,-2.35179E-14,9.75619E-16,-1,1,-1,1,-1,1
07/01/1978,9.79879,-2.47277,0,0,0,6.88755,6.21461,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,5.39301E-15,-0.5,0.866025404,-1
08/01/1978,9.84453,-2.4817,0,0,0,6.86589,6.23637,-0.866025404,0.866025404,2.71051E-18,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1978,9.75516,-2.4839,0,0,0,6.75227,5.95064,-1,8.32868E-15,1,-1.66574E-14,-1,-4.16434E-15,-1,5.38759E-15,1,2.89163E-14,-1
10/01/1978,9.68315,-2.49199,0,0,0,6.68211,5.90263,-0.866025404,-0.866025404,1.07779E-14,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1978,9.59866,-2.46234,0,0,0,6.84801,6.06843,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-1.61682E-14,-0.5,-0.866025404,-1
12/01/1978,9.52705,-2.46781,0,0,0,6.91771,5.96615,-9.55464E-15,-1.91093E-14,-2.15585E-14,-3.82186E-14,1.96479E-15,1,1,1,1,1,1
01/01/1979,9.32331,-2.47149,0,0,0,6.6796,5.72359,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,-1.47292E-15,-0.5,-0.866025404,-1
02/01/1979,9.40137,-2.46097,0,0,0,6.46614,5.44674,0.866025404,0.866025404,3.91739E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1979,9.59717,-2.43544,0,0,0,6.67708,5.83481,1,1.5679E-14,-1,-3.13581E-14,1,7.83951E-15,-1,-9.30769E-15,1,-3.18567E-14,-1
04/01/1979,9.65387,-2.4037,0,0,0,6.62007,5.79606,0.866025404,-0.866025404,-1.4698E-14,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1979,9.73288,-2.39928,0,0,0,6.6958,5.97635,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,2.00883E-14,-0.5,0.866025404,-1
06/01/1979,9.72663,-2.21877,0,0,0,6.57368,5.87212,1.32298E-14,-2.64596E-14,-2.94312E-15,-5.29193E-14,-4.9052E-15,-1,1,-1,1,-1,1
07/01/1979,9.76618,-2.17031,0,0,0,6.74641,5.95324,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-2.44718E-15,-0.5,0.866025404,-1
08/01/1979,9.81787,-2.18043,0,0,0,6.83626,6.13773,-0.866025404,0.866025404,-7.83748E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1979,9.75202,-2.19534,0,0,0,6.72623,6.11589,-1,8.81852E-15,1,-1.7637E-14,-1,-4.40926E-15,-1,1.32278E-14,1,-2.20463E-14,-1
10/01/1979,9.7356,-2.21525,0,0,0,6.63595,5.92158,-0.866025404,-0.866025404,1.86181E-14,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1979,9.64082,-2.22842,0,0,0,6.77992,5.99396,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,4.41333E-15,-0.5,-0.866025404,-1
12/01/1979,9.62648,-2.22932,0,0,0,6.98193,6.14419,-9.79956E-15,-1.95991E-14,-9.76975E-16,-3.91982E-14,7.84561E-15,1,1,1,1,1,1
01/01/1980,9.54874,-2.26553,0,0,0,6.6174,5.72359,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,6.36728E-15,-0.5,-0.866025404,-1
02/01/1980,9.58039,-2.23386,0,0,0,6.38519,5.57215,0.866025404,0.866025404,1.17576E-14,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1980,9.68999,-2.23143,0,0,0,6.57925,5.77765,1,1.95801E-15,-1,-3.91603E-15,1,9.79007E-16,-1,-1.71479E-14,1,1.91059E-14,-1
04/01/1980,9.71625,-2.19198,0,0,0,6.4708,5.73657,0.866025404,-0.866025404,5.88353E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1980,9.80461,-2.20149,0,0,0,6.63988,6.04973,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,-4.93231E-16,-0.5,0.866025404,-1
06/01/1980,9.77292,-2.19055,0,0,0,6.7093,5.99894,6.36931E-15,-1.27386E-14,4.89707E-15,-2.54772E-14,-1.0786E-14,-1,1,-1,1,-1,1
07/01/1980,9.8146,-2.20962,0,0,0,6.69332,6.00635,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-1.02874E-14,-0.5,0.866025404,-1
08/01/1980,9.87102,-2.22383,0,0,0,6.78559,6.14419,-0.866025404,0.866025404,-1.56777E-14,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1980,9.7939,-2.24191,0,0,0,6.68835,5.9428,-1,2.35192E-14,1,-4.70384E-14,-1,-1.17596E-14,-1,2.1068E-14,1,-1.61655E-14,-1
10/01/1980,9.79099,-2.26151,0,0,0,6.75693,5.9108,-0.866025404,-0.866025404,-1.96344E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1980,9.68396,-2.28343,0,0,0,6.71538,5.93489,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-3.42686E-15,-0.5,-0.866025404,-1
12/01/1980,9.66434,-2.27503,0,0,0,6.81454,5.97126,-2.93906E-15,-5.87811E-15,-8.81717E-15,-1.17562E-14,1.37264E-14,1,1,1,1,1,1
01/01/1981,9.63076,-2.25608,0,0,0,6.55678,5.64897,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,1.42075E-14,-0.5,-0.866025404,-1
02/01/1981,9.61126,-2.26334,0,0,0,6.53814,5.75574,0.866025404,0.866025404,1.95978E-14,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1981,9.73187,-2.14853,0,0,0,6.53379,5.77144,1,1.66587E-14,-1,-3.33174E-14,1,8.32936E-15,-1,3.43364E-15,1,1.32251E-14,-1
04/01/1981,9.73234,-2.16142,0,0,0,6.57088,5.88053,0.866025404,-0.866025404,-1.95666E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1981,9.80621,-2.18046,0,0,0,6.70196,5.93489,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,7.34696E-15,-0.5,0.866025404,-1
06/01/1981,9.77332,-2.17278,0,0,0,6.60123,5.94542,1.37197E-14,-2.74393E-14,1.27373E-14,-5.48786E-14,-1.66668E-14,-1,1,-1,1,-1,1
07/01/1981,9.83387,-2.12764,0,0,0,6.77537,6.07074,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-1.81276E-14,-0.5,0.866025404,-1
08/01/1981,9.87576,-2.08353,0,0,0,6.72022,6.22654,-0.866025404,0.866025404,-2.35179E-14,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1981,9.79384,-2.09376,0,0,0,6.70686,6.05912,-1,9.79821E-15,1,-1.95964E-14,-1,-4.8991E-15,-1,4.86454E-16,1,-1.02847E-14,-1
10/01/1981,9.79339,-2.11463,0,0,0,6.84801,6.1717,-0.866025404,-0.866025404,5.87676E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1981,9.71087,-2.11156,0,0,0,6.66185,5.9135,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-1.12671E-14,-0.5,-0.866025404,-1
12/01/1981,9.5137,-2.14585,0,0,0,6.71296,5.85507,-1.02894E-14,-2.05788E-14,-1.66574E-14,-4.11576E-14,1.96073E-14,1,1,1,1,1,1
01/01/1982,9.5179,-2.18258,0,0,0,6.38856,5.47227,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,2.20477E-14,-0.5,-0.866025404,-1
02/01/1982,9.65931,-2.22489,0,0,0,6.51175,5.65249,0.866025404,0.866025404,-9.83751E-16,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1982,9.76181,-2.21789,0,0,0,6.49224,5.78074,1,3.13594E-14,-1,-6.27188E-14,1,1.56797E-14,-1,-4.40655E-15,1,7.34425E-15,-1
04/01/1982,9.80433,-2.1956,0,0,0,6.51619,5.84644,0.866025404,-0.866025404,-9.79685E-15,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1982,9.8299,-2.19549,0,0,0,6.62672,6.01616,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,1.51872E-14,-0.5,0.866025404,-1
06/01/1982,9.83943,-2.15888,0,0,0,6.70319,6.01859,6.85915E-15,-1.37183E-14,2.05775E-14,-2.74366E-14,-2.25477E-14,-1,1,-1,1,-1,1
07/01/1982,9.93634,-2.16484,0,0,0,6.76504,6.20658,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-2.59678E-14,-0.5,0.866025404,-1
08/01/1982,9.95418,-2.14381,0,0,0,6.83841,6.2804,-0.866025404,0.866025404,-3.13581E-14,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1982,9.85183,-2.12799,0,0,0,6.68211,5.98141,-1,2.44989E-14,1,-4.89978E-14,-1,-1.22495E-14,-1,3.67484E-14,1,-4.40384E-15,-1
10/01/1982,9.83457,-2.13736,0,0,0,6.85646,6.15273,-0.866025404,-0.866025404,-1.47048E-14,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1982,9.72723,-2.14175,0,0,0,6.71538,5.95324,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,9.31446E-15,-0.5,-0.866025404,-1
12/01/1982,9.7142,-2.14568,0,0,0,6.81454,6.01859,-3.4289E-15,-6.8578E-15,3.92416E-15,-1.37156E-14,2.54881E-14,1,1,1,1,1,1
01/01/1983,9.69468,-2.18382,0,0,0,6.42811,5.63835,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,1.46614E-15,-0.5,-0.866025404,-1
02/01/1983,9.6493,-2.17457,1,1,1,6.05444,5.70378,0.866025404,0.866025404,6.85644E-15,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1983,9.81509,-2.17909,1,1,1,6.16331,5.76205,1,1.76384E-14,-1,-3.52768E-14,1,8.8192E-15,-1,-1.22467E-14,1,1.46343E-15,-1
04/01/1983,9.78656,-2.13288,1,1,1,6.32077,5.96871,0.866025404,-0.866025404,-1.7637E-14,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1983,9.86293,-2.13733,1,1,1,6.32615,5.98645,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,2.30273E-14,-0.5,0.866025404,-1
06/01/1983,9.86068,-2.13973,1,1,1,6.18002,5.82008,1.42095E-14,-2.8419E-14,2.84176E-14,-5.6838E-14,-2.84285E-14,-1,1,-1,1,-1,1
07/01/1983,9.95214,-2.11977,1,1,1,6.37502,6.16752,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,-3.38079E-14,-0.5,0.866025404,-1
08/01/1983,9.93813,-2.12496,1,1,1,6.42162,6.04501,-0.866025404,0.866025404,-3.91982E-14,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1983,9.83943,-2.12963,1,1,1,6.42649,6.20456,-1,1.07779E-14,1,-2.15558E-14,-1,-5.38895E-15,-1,-1.22549E-14,1,1.47698E-15,-1
10/01/1983,9.86475,-2.13316,1,1,1,6.49527,6.15486,-0.866025404,-0.866025404,-6.86457E-15,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1983,9.77018,-2.13693,1,1,1,6.2519,5.90808,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,1.47427E-15,-0.5,-0.866025404,-1
12/01/1983,9.71662,-2.13956,1,1,1,6.37161,5.84354,-1.07792E-14,-2.15585E-14,-3.91603E-15,-4.3117E-14,3.13689E-14,1,1,1,1,1,1
01/01/1984,9.69425,-2.13897,1,1,1,6.18002,5.69036,0.5,0.866025404,1,0.866025404,0.5,0.866025404,0.5,9.30633E-15,-0.5,-0.866025404,-1
02/01/1984,9.72137,-2.16459,1,1,1,6.07304,5.76519,0.866025404,0.866025404,1.46966E-14,-0.866025404,-0.866025404,0.5,-0.5,-1,-0.5,0.5,1
03/01/1984,9.82763,-2.15645,1,1,1,6.24028,5.85507,1,3.23391E-14,-1,-6.46782E-14,1,1.61695E-14,-1,-2.00869E-14,1,-4.41739E-15,-1
04/01/1984,9.89136,-2.15973,1,1,1,6.30628,5.92693,0.866025404,-0.866025404,-2.54772E-14,0.866025404,-0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
05/01/1984,9.88247,-2.16443,1,1,1,6.37332,6.08905,0.5,-0.866025404,1,-0.866025404,0.5,-0.866025404,0.5,3.08675E-14,-0.5,0.866025404,-1
06/01/1984,9.90229,-2.16476,1,1,1,6.25767,6.14204,7.34899E-15,-1.4698E-14,3.62578E-14,-2.9396E-14,-3.43093E-14,-1,1,-1,1,-1,1
07/01/1984,9.97516,-2.16338,1,1,1,6.39859,6.15698,-0.5,0.866025404,-1,0.866025404,-0.5,-0.866025404,0.5,1.51953E-14,-0.5,0.866025404,-1
08/01/1984,9.98165,-2.16459,1,1,1,6.4677,6.25575,-0.866025404,0.866025404,9.80498E-15,-0.866025404,0.866025404,-0.5,-0.5,1,-0.5,-0.5,1
09/01/1984,9.91319,-2.17074,1,1,1,6.46614,6.06146,-1,2.54786E-14,1,-5.09572E-14,-1,-1.27393E-14,-1,-4.41468E-15,1,7.3578E-15,-1
10/01/1984,9.89988,-2.15016,1,1,1,6.46303,6.01127,-0.866025404,-0.866025404,9.75619E-16,0.866025404,0.866025404,0.5,-0.5,-1,-0.5,0.5,1
11/01/1984,9.82898,-2.15394,1,1,1,6.56667,6.19441,-0.5,-0.866025404,-1,-0.866025404,-0.5,0.866025404,0.5,-6.36592E-15,-0.5,-0.866025404,-1
12/01/1984,9.80637,-2.15359,1,1,1,6.58064,6.19644,-3.91874E-15,-7.83748E-15,-1.17562E-14,-1.5675E-14,-1.95937E-14,1,1,1,1,1,1

Could you post the program you used with that dataset then?

Same program . . . just different DV and Test variables:

lgksi=log of killed or seriously injured
lgmiles=log of miles traveled
lggascost=log of gas cost
law?= law_fs and law_rs are variables that mark the introduction of a mandatory seatbelt law where fs=front seat and rs=rear seat. The Rear seat passenger
series acts as a control series for the front seat passenger series.
Sinomega1-5 and Cosomega1-6 = trigonometric deterministic monthly seasonality

The miles traveled, gas cost, and seasonality variables should not vary across front seat and rear seat passengers. Thus, they are are common across equations. However, the effect of the law should differ, based on whether or not people were traveling in the front or rear seat. Because the front seat and rear seat passengers share a common environment, the equation error terms should be highly correlated. Autocorrelation will also be important, though it is unlikely that it will differ across the front/rear seat series, and, so, should be common across equations. The data are nonstationary and are modeled in first differences.

' *********************************************************
' read data
' *********************************************************
wfopen "C:\Excel Data Set\data.xls"
' *********************************************************
' Create Pooled Data Object
' *********************************************************
pool TstGrp _fs _rs
' *********************************************************
' Graph Preferred Apps Data
' *********************************************************
graph graphprefapps.line(merge) lgksi_fs lgksi_rs
graphprefapps.setelem(2) lcolor(black)
graphprefapps.setelem(1) lcolor(red)
graphprefapps.addtext(t) Effect of UK Seatbelt Law
graphprefapps.addtext(b) Date
graphprefapps.addtext(l) Log of Killed or Seriously Injured

' *********************************************************
' Carry Out SUR Intervention Analysis
' *********************************************************
equation TstGrp.LS(WGT=CXSUR,COV=CXWHITE) d(lgksi?) d(lgmiles) d(lggascost) d(SINOMEGA1) d(SINOMEGA2) d(SINOMEGA3) d(SINOMEGA4) _
d(SINOMEGA5) d(COSOMEGA1) d(COSOMEGA2) d(COSOMEGA3) d(COSOMEGA4) d(COSOMEGA5) d(COSOMEGA6) AR(1) AR(2) _
@CXREG d(law?)
TstGrp.resids(g)
' TstGrp.correl(26)
' *********************************************************
' Save Coefficient Covariance Matrix and
' Convert to Correlation Matrix
' *********************************************************
sym cov1=TstGrp.@coefcov
scalar nrowcov1=@rows(cov1)
scalar ncolcov1=@columns(cov1)

matrix diagcov1=cov1

for !i = 1 to ncolcov1
for !j = 1 to nrowcov1
if !i=!j then diagcov1(!i,!j)=cov1(!i,!j)
else diagcov1(!i,!j)=0
endif
next
next

matrix stddiag=@sqrt(diagcov1)
matrix corr1=@inverse(stddiag)*cov1*@inverse(stddiag)
**************************************************************************

It looks to me as though the syntax for the estimation is incorrect...

You are trying to estimate an equation TstGrp using a command that should be used with the pool object The problem is that TstGrp already exists and is a pool object. So you are never estimating the pool TstGrp, but rather you are trying to create an equation object with that name. But since the original pool exists, this statement fails.

I believe that if you the drop the equation keyword, and just use the remainder of the statement, it should work.

Great catch Glenn.

Removing the "Equation" keyword seems to have done the trick. Many thanks to both of you!!!

Matt