Need Help.....

The answer to your question can be found here. You should also take a look at this tutorial: Getting started with GAUSS.

Thank you so much for quick response... I also saw the link you send me... I am running the whole code not just top lines... but still i got the same error....

here are the codes

new;
 
library Qreg, pgraph;
#include pgraph.ext;
#include qardl.prc;
#include wtestlrb.prc;
#include wtestsrp.prc;
#include wtestsrg.prc;
#include icmean.prc;
 
_pgrid = {1,1};
_plwidth = 10;
 
setQreg;
cls;
 
_Qreg_algr = 1;
_Qreg_PrintIters = 0;
__output = 0;
 
pend = 7; /* maximum value of p orders selected by the researcher */
qend = 7; /* maximum value of q orders selected by the researcher */
 
tau1= 0.25; /* quantile level 1 selected by the researcher */
tau2= 0.5; /* quantile level 2 selected by the researcher */
tau3= 0.75; /* quantile level 3 selected by the researcher */
 
tau = zeros(3,1);
tau[1,1] = tau1;
tau[2,1] = tau2;
tau[3,1] = tau3;
 
load datafile[1000,3] = "E:\\Arshian\\Codes\\wavelet-coherence-master\\qardl_extended\\exampledata.txt";
 
yyy = datafile[.,1]; /* constructing dependent variable */
xxx = datafile[.,2:3]; /* constructing explanatory variables */
 
data = yyy~xxx; /* data set construction */
 
/* qardl order estimation */
{pst, qst} = pqorder(data,pend,qend);
 
/* parameter estimation */
{bigbt, cv, bigphi, bigpi, biggam, biglam} = qardl(data,pst,qst,tau);

And i got same error

g0008: Syntax error '#include pgraph.ext'
g0008: Syntax error '#include qardl.prc'
g0008: Syntax error '#include wtestlrb.prc'

Please help me....Thanks in advance