Cointn2/vecm block is luxurious. Full set of exogenous/seasonals options,
independent Cholesky ordering for short run identification via GUI. It seems,
the Users' guide doesn't describe all the possibilities.
--- Оригінальне повідомлення ---
Від кого: "Allin Cottrell" <cottrell@wfu.edu>
Дата: 18 березня 2015, 01:37:08
On Wed, 18 Mar 2015, oleg_komashko@ukr.net wrote:
> Dear all! To reproduce,
>
> open denmark.gdt
> series un = randgen(u,0,1)
> coint2 2 LRM LRY IBO IDE ;null; un --seasonals --rc
>
> works OK.
>
> When I try do to this via GUI with LRM LRY IBO IDE in "Variables
> to test"; un R in "Exogenous variables" lag order 2; checked
> "Include seasonal dummies"; and "Restricted constant" I get
> "Syntax error"
>
> Looks as if the GUI calls
> coint2 2 LRM LRY IBO IDE ;; un --seasonals --rc
> I use 1.10 on debian (outdated by a month or so)
Thanks, Oleg, indeed there's something going wrong here. We'll
generate a fix as soon as we can.
Allin Cottrell
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