asymmetrical vector auto regression

[alok_fes]

I have one program on asymmetrical vector auto regression where each variable can have different lags. my program run on pricncipal cpmponents derived from IIP, INFLATION, MONEY and INTEREST RATE.

My problem is that below program is not showing final equations with best lag but with maximum lag.
please help


equation eqfavar
equation eq2
equation eq3
equation eq4
equation eq5
!maxlags=4
!bestlaga=0
!bestlagb=0
!bestlagc=0
!bestlagd=0
!bestlage=0
!sc=99999999
!scnew=9999999
for !a=1 to !maxlags
for !b=1 to !maxlags
for !c=1 to !maxlags
for !d=1 to !maxlags
for !e=1 to !maxlags
eqfavar.ls(cov=hac) grgdp c grgdp(-1 to -!a) pciip1(-1 to -!b) pcinflation1(-1 to -!c) pcinterest1(-1 to -!d) pcmoney1(-1 to -!e)
eq2.ls(cov=hac) pciip1 c grgdp(-1 to -!a) pciip1(-1 to -!b) pcinflation1(-1 to -!c) pcinterest1(-1 to -!d) pcmoney1(-1 to -!e)
eq3.ls(cov=hac) pcinflation1 c grgdp(-1 to -!a) pciip1(-1 to -!b) pcinflation1(-1 to -!c) pcinterest1(-1 to -!d) pcmoney1(-1 to -!e)
eq4.ls(cov=hac) pcinterest1 c grgdp(-1 to -!a) pciip1(-1 to -!b) pcinflation1(-1 to -!c) pcinterest1(-1 to -!d) pcmoney1(-1 to -!e)
eq5.ls(cov=hac) pcmoney1 c grgdp(-1 to -!a) pciip1(-1 to -!b) pcinflation1(-1 to -!c) pcinterest1(-1 to -!d) pcmoney1(-1 to -!e)
!scnew=eqfavar.@sc+eq2.@sc+eq3.@sc+eq4.@sc+eq5.@sc
if !scnew<!sc then
!bestlaga=!a
!bestlagb=!b
!bestlagc=!c
!bestlagd=!d
!bestlage=!e
endif
next
next
next
next
next
eqfavar.ls(cov=hac) grgdp c grgdp(-1 to -!bestlaga) pciip1(-1 to -!bestlagb) pcinflation1(-1 to -!bestlagc) pcinterest1(-1 to -!bestlagd) pcmoney1(-1 to -!bestlage)
eq2.ls(cov=hac) pciip1 c grgdp(-1 to -!bestlaga) pciip1(-1 to -!bestlagb) pcinflation1(-1 to -!bestlagc) pcinterest1(-1 to -!bestlagd) pcmoney1(-1 to -!bestlage)
eq3.ls(cov=hac) pcinflation1 c grgdp(-1 to -!bestlaga) pciip1(-1 to -!bestlagb) pcinflation1(-1 to -!bestlagc) pcinterest1(-1 to -!bestlagd) pcmoney1(-1 to -!bestlage)
eq4.ls(cov=hac) pcinterest1 c grgdp(-1 to -!bestlaga) pciip1(-1 to -!bestlagb) pcinflation1(-1 to -!bestlagc) pcinterest1(-1 to -!bestlagd) pcmoney1(-1 to -!bestlage)
eq5.ls(cov=hac) pcmoney1 c grgdp(-1 to -!bestlaga) pciip1(-1 to -!bestlagb) pcinflation1(-1 to -!bestlagc) pcinterest1(-1 to -!bestlagd) pcmoney1(-1 to -!bestlage)

[EViews Gareth]

You're not setting !sc

[alok_fes]

Please help by mentioning line of program command to set !sc

[EViews Gareth]

Well, it is your program, so I can't say for sure. But I would guess somewhere inside your if statement.

[alok_fes]

:D thanx.
Problem resolved