Hello
I have a question concerning Dynamic ARDL.
I tried to follow the steps of applying dynamic ardl on Stata, as explained by Sarkodie & Owusu (2020) and Soren & Andrew (2018). But I can't apply the diagnostic tests on the obtained dynamic ardl estimates. Please see the code file used on Stata:
dynardl lexpo ldit lcap grph lagr lap lsp ltc, lags(2, 4, 2, 2, 2, 2, 1, 1) diffs(., 1, 1, ., 1, 1, 1, 1) shockvar(ldit) shockval(-21) ec trend time(10) sims(5000) range(30) graph change
estimates store dynardl
estimates restore dynardl
(results dynardl are active now)
estat bgodfrey, lags(1/4)
last estimates not found
r(301);
predict resid, residuals
variable dlexpo not found
r(111);
Please help me and thank you.
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