Syntax Error
Posted: Sat Mar 08, 2014 11:30 am
Hi,
I'm trying to use this regression in Eviews:
price(+1)-price=c(1)+c(2)price+((1+exp(-c(3)(((-(c(4)(price(-1)-fund_price(-1)))^2)-(-(c(5)(price(-1)-price(-2)))^2))/((-(c(4)(price(-1)-fund_price(-1)))^2)+(-(c(5)(price(-1)-price(-2))) ^2)))))^-1)*(c(4)(price-fund_price))+(1-((1+exp(-c(3)(((-(c(4)(price(-1)-fund_price(-1)))^2)-(-(c(5)(price(-1)-price(-2)))^2))/((-(c(4)(price(-1)-fund_price(-1)))^2)+(-(c(5)(price(-1)-price(-2))) ^2)))))^-1))*(c(5)(price-price(-1)))
When I try to estimate it, I get the message: Syntax error in "PRICE+((1+EXP(-C(3)(((-(C(4)(PRICE(-1)-FUND_PRICE(-1)))^2)-(-(C(5)(PRICE(-1)-PRICE(-2)))^2))/((-(C(4)(PRICE(-1) ...
Does somebody know what I'm doing wrong?
Thanks in advance!
I'm trying to use this regression in Eviews:
price(+1)-price=c(1)+c(2)price+((1+exp(-c(3)(((-(c(4)(price(-1)-fund_price(-1)))^2)-(-(c(5)(price(-1)-price(-2)))^2))/((-(c(4)(price(-1)-fund_price(-1)))^2)+(-(c(5)(price(-1)-price(-2))) ^2)))))^-1)*(c(4)(price-fund_price))+(1-((1+exp(-c(3)(((-(c(4)(price(-1)-fund_price(-1)))^2)-(-(c(5)(price(-1)-price(-2)))^2))/((-(c(4)(price(-1)-fund_price(-1)))^2)+(-(c(5)(price(-1)-price(-2))) ^2)))))^-1))*(c(5)(price-price(-1)))
When I try to estimate it, I get the message: Syntax error in "PRICE+((1+EXP(-C(3)(((-(C(4)(PRICE(-1)-FUND_PRICE(-1)))^2)-(-(C(5)(PRICE(-1)-PRICE(-2)))^2))/((-(C(4)(PRICE(-1) ...
Does somebody know what I'm doing wrong?
Thanks in advance!