Eviews下VEC的稳定性检验编程
call cusum(" vec1.ec") 'Please enter the name of your equation in double quotes.
subroutine cusum(string %vec1.ec)
!nobs = {% vec1.ec}.@regobs
!ncoef = {% vec1.ec}.@ncoef
!df=!nobs-!ncoef
{%ec}.rls(q,s)
series cusum=@cumsum(r_res/{% vec1.ec}.@se)
smpl @first + !ncoef @last
series ubound = .948*@sqrt(!df)*(1+2*(@trend-!ncoef+1)/!df)
series lbound = -ubound
smpl @all
endsub