Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
For Pricing and Distribution
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Available across the globe, you can have access to GAUSS no matter where you are.
Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dates dlibrary dllcall error error handling errors Excel FANPACMT file i/o floating network GAUSS Engine graphics GUI hotkeys installation Java API license licensing linux loading data matrices matrix matrix manipulation Maxlik MaxLikMT Memory Optmum output PQG graphics proc procs RAM random numbers string functions strings structures threading Time Series writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
How can i run the “Hatemi-J Cointegration test” code with a .txt data file ?
I have the program code of this test:
And a .txt file with time- series data included 1 dependable variable and 4 independable variables.
I’m just a new user of GAUSS. Can you give me the steps to do this ? Thanks very much
The first step in running this code is changing the first line of the program:
load z[obs,var] =b22.txt;
to work for your data file. For testing purposes, you can download a data text file called test_data. This file has 10 rows and 4 columns. You can load it into a variable z in GAUSS like this:
load z[10,4] =test_data.txt;
Now after running this line, you can print z using the print command like this:
This will confirm that you have loaded it correctly. Then (assuming you want to use the test_data.txt file) you can change the first few lines of the file you linked to, to this:
obs = 10; var = 4; load z[obs,var]=test_data.txt; //Assign the first column of 'z' to 'y' y = z[1:obs,1]; //Assign the second, third and fourth //columns of 'z' to 'x' x = z[1:obs,2:var]; call main(y,x,4,2,12); end;
You said you are new to GAUSS, so if you need more detailed explanation of what is going on here or run into any trouble, please post your questions! We are happy to help.
Thanks very much. But how can i load a data file into the code ? I don’t know how to do this so i receive: “(0) : error G0014 : ” : File not found”
Take a look at this post here. Does that resolve your problem?
i follow your guide with the test_data file but i receive:
(0) : error G0121 : Matrix not positive definite
Currently active call: estimate
What’s happen ? Could you give me an exactly code to run this test succesfully ?
Thanks for your help
Try this data file example_data_ci.txt. Change this line:
load z[obs,var] =b22.txt;
to these three lines:
obs = 100; var = 9; load z[obs,var] =example_data_ci.txt;
This should work. Make sure that the file example_data_ci.txt is in your GAUSS current working directory.