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st: VEC command and aconstraints option

From   Kevin Amess <>
To   "" <>
Subject   st: VEC command and aconstraints option
Date   Tue, 24 May 2011 15:34:18 +0100


I am having a problem with placing constraints on adjustment parameters in a VECM model.

When I run:
constraint 1 [D_leqlibor]LD.llbovalue_real=0
vec llbovalue_real lgfcf_bi_real lFTSEallshare leqlibor if tin(1979q1,), lags(2) aconstraints(1)

I receive the following error message:
[LD.llbovalue_real] not found

Could anyone advise as to what I am doing wrong?


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