EViews.com

Hi

I'm trying to run a rolling regression and I am stopped from running it when this error message appears: "TSTATS not defined". How do I define the tstats so that I can run the rolling regression. My code is as follows:

workfile thesisA4
!window = 1000
!step = 1
!length = @obsrange
system sys09
sys09.append rstr=c(1)
sys09.append ngnr=c(2)
!nrolls = @round((!length- !window)/!step)
matrix(9, !nrolls) coefmat
matrix(9, !nrolls) tstats
!j=0
for !i = 1 to !length- !window+1- !step step !step
!j=!j+1
smpl @first+!i-1 @first+!i+!window-2
sys09.arch(b,h) @diagbekk c(fullrank) arch(1) garch(1)
colplace(coefmat, sys09.@coefs, !j)
colplace(tstats, sys09.@tstats, !j)
next

show coefmat
show tstats

I am using Eviews Student Version 6. I also looked at previous posts and did a search on the forum but could not find anything on t stats that was relevant. How can I alter the code so that this error will go away? Please help.

JM13

You appear to have written an EViews program. Given that the student version of EViews doesn't support programming, that's probably what is going wrong.

Hi

Thanks for your answer and I will try it on a normal EViews. But I remember I once got it to work on the Student Version. Do you have any suggestions? Does the code seem OK anyway?

JM13

Yes