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Hi All,

I'm using EViews 7 Standard Edition Jan 7 2010 build.

I'm coding daily rolling Johansen Test on intraday (1 minute) data.

I declare var, freeze output window, put required data into scalar and save data from scalar to table.

However, I get "insufficient number of observations" message when script goes to 83 lags.


I tried declaring and freezing all the data at once, like

var series1_series2_vec1.ec 1 1 series1 series2
var series1_series2_vec2.ec 1 2 series1 series2
...
var series1_series2_vec123.ec 1 123 series1 series2


As well as to run through the data, i.e. declaring and freezing X vars for Y lags like

var series1_series2_vecX.ec 1 Y series1 series2


I also tried overwrite modes and deleting unnecessary items to save memory.

This doesn't seem to help.


Declaring goes fine, like >> var series1_series2_vec83.ec 1 83 series1 series2

But freezing causing the problem, like >> freeze(mode=overwrite, tab83) var series1_series2_vec83.ec 1 83 series1 series2

Everything before lag 83 runs fine, but from lag 83 I get "insufficient number of observations" message. I.e. for lags 84, 85, ... 90, etc.


Manually I can include lags I need, i.e. 1 83, 1 100, 1 200 etc. But I am unable to do this via program.


I played with options and advanced system options, but this had no effect.


Question 1: is there any hard coded restriction for number of lags (limit of 82?) in what I try to run?

Question 2: can you please suggest ways to include more lags?


Thanks