Object Reference : Object View and Procedure Reference : Var
Create group containing the estimated cointegrating relations from a VEC.
var_name.makecoint [group_name]
The series contained in the group are given names of the form “COINTEQ##”, where ## are numbers such that “COINTEQ##” is the next available unused name.
If you provide a name for the group in parentheses after the keyword, EViews will quietly create the named group in the workfile. If you do not provide a name, EViews will open an untitled group window if the command is executed from the command line, otherwise no group will be created.
This proc will return an error message unless you have estimated an error correction model using the var object.
var vec1.ec(b,2) 1 4 y1 y2 y3
vec1.makecoint gcoint
The first line estimates a VEC with 2 cointegrating relations. The second line creates a group named GCOINT which contains the two estimated cointegrating relations. The two cointegrating relations will be stored as series named COINTEQ01 and COINTEQ02 (if these names have not yet been used in the workfile).
See “Vector Autoregression and Error Correction Models” for details.
See also Var::coint.