I try to run the hatemi-j cointegration test and these errors are what I get;
G0563 : Open @ @ comment 'endp' [CItest2b3.PRG, line 311]
File not found.
Please what can I do?
If you are you looking to use the Hatemi-J cointegration test, I recommend using the version in the tspdlib. The code in the library has been tested and developed for easy use.
The example file,
coint_hetemij.e, will be located in the GAUSS home
pkgs/tspdlib/examples directory can be used as a template for running the test.
Everything I do seems not to be working for me with Gauss. I have tried using the recommended code but its still not working. am getting the error code:
G0014 : File not found 'C:\gauss20\pkgs\tspdlib\examples\Hcoint.dht' [datafile.src, line 258]
am really getting tired.