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I run a cointegrating- DOLS regression and create the residual series, but I get lots of NA values. How can I fix this problem? I would be truly grateful if somebody could give me bit of advice or recommendation... I cant compute the test statistics of my study because of the NA values in my residual series. :(

Thank you so much in advance, and have a great evening.

Selin

NAs in the residual series indicate that that observation was not included in the estimation. If an observation isn't included in the estimation it should not have a residual.

Thank you very much :) I finally figured that out too, thanks to you! :)