Displays a spool object producing a quantile process of the cointegrating relation.
Syntax
eq_name.qrcrprocess(options) [arg]
where arg is an optional list containing the quantile values (specified using numbers, scalar objects, or vectors) for which you wish to compute estimates.
• If arg is not specified, EViews will display results for the original equation along with coefficients for equations estimated at a set of equally spaced number of quantiles as specified by the “n=” option. If “n=” is not specified, the default is to display results for the deciles.
• If arg is specified, EViews will display results for the original equation along with coefficients for equations estimated at the specified quantiles.
Options
n=arg (default=10) | Number of quantiles for process estimates. |
quantout=name | Save vector containing test quantile values. |
coefout=name | Save matrix containing coefficient estimates of the cointegrating relation form. Each column of the matrix corresponds to a different quantile matching the corresponding quantile in "quantout=". To match the covariance matrix given in "covout=" you should take the @vec of the coefficient matrix. |
prompt | Force the dialog to appear from within a program. |
p | Print results. |
Examples
ardl_eq.qrcrprocess
This generates a quantile process of the cointegrating relation for each quantile running from 0.1 to 0.9.
ardl_eq.qrcrprocess(n=4, quantout=_vec_q, coefout=_mat_cointrel)
ardl_eq.qrcrprocess(quantout=_vec_q, coefout=_mat_cointrel) 0.25 0.5 0.75
Both commands generate the cointegrating relation process for each of the quantile values 0.25, 0.5, and 0.75. Additionally, this produces 2 workfile objects, "_vec_q" (a vector), "_mat_cointrel¨(a matrix), and "_mat_cointrel" (a matrix), corresponding to the three quantile values and the cointegrating relation process.
Cross-references