On Wed, 18 Mar 2015, oleg_komashko(a)ukr.net wrote:
Thank you! Cointn2/vecm block is luxurious. Full set of
exogenous/seasonals options, convinient renormalisation of long
run equations, restricted estimation, independent Cholesky
ordering for short run identification via GUI. It seems, the
Users' guide doesn't describe all the possibilities.
Thanks, and we'll try to bring the documentation up to date.
In the meantime, the bug you found should now be fixed in CVS and
snapshots. I think this is (maybe, hopefully) about the last bug
associated with the switch to the new, more efficient, command-line
"tokenizer".
Allin Cottrell
--- Оригінальне повідомлення ---
Від кого: "Allin Cottrell" <cottrell(a)wfu.edu>
Дата: 18 березня 2015, 01:37:08
On Wed, 18 Mar 2015, oleg_komashko(a)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 I use 1.10 on debian (outdated by a month or so)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.