Freezing Cointegration test

[mike_d]

Hi I am trying to freeze a cointegration test contained in a loop to access the test values. When I simply run the test without the freeze command I get the results without any errors. However when I try to freeze it I get an illegal lag or index specification error. I cannot seem to figure out what I am doing wrong. I will show below the exact lines of coding I am using. Any direction would be very helpful.


'''works fine
coint(s,maxlag=12) cds_spread fitch_rate s_p_rate @ credit_spread term_spread short_int__rate

'''returns error
freeze(coint_test) coint(s,maxlag=12) cds_spread fitch_rate s_p_rate @ credit_spread term_spread short_int__rate



Thanks

Mike

[EViews Gareth]

You have to use the group form of the command:

Code: Select all

freeze(coint_test) group.coint(s, maxlag=12) @ exogs

[mike_d]

Thanks Gareth!