I get the following error:
C:\Users\Jim Forest\Desktop\new05.ox (186): 'dayofcalendar' undeclared identifier
The error happens when I run the batch code, but not when I run the model via the GUI. I am not sure what happened but it doesn't seem to make any sense.
Here is the code:
#import <maximize>
#include <packages/PcGive/pcgivecore.oxh>
#import <packages/PcGive/pcgive_ects>
main() //if_tot_trds
{
// This program requires a licenced version of PcGive Professional.
//--- Ox code for EQ( 3)
decl model = new PcGive();
model.Load("C:\\Users\\Jim Forest\\Documents\\Dissertatin Files\\essay 3 Corp Bonds\\intradaybonds.in7");
model.Deterministic(-1);
model.Select(Y_VAR, {"if_tot_trds", 0, 0});
model.Select(X_VAR, {"Constant", 0, 0});
model.Select(Y_VAR, {"if_tot_trds", 1, 1});
model.Select(X_VAR, {"Trend", 0, 0});
model.Select(X_VAR, {"claims_dum", 0, 0});
model.Select(X_VAR, {"claims_dum", -1, -1});
model.Select(X_VAR, {"claims_dum", -2, -2});
model.Select(X_VAR, {"cpi_dum", 0, 0});
model.Select(X_VAR, {"cpi_dum", -1, -1});
model.Select(X_VAR, {"cpi_dum", -2, -2});
model.Select(X_VAR, {"nonfarms_dum", 0, 0});
model.Select(X_VAR, {"nonfarms_dum", -1, -1});
model.Select(X_VAR, {"nonfarms_dum", -2, -2});
model.Select(X_VAR, {"ppi_dum", 0, 0});
model.Select(X_VAR, {"ppi_dum", -1, -1});
model.Select(X_VAR, {"ppi_dum", -2, -2});
model.Select(X_VAR, {"claims_dum", 1, 4});
model.Select(X_VAR, {"cpi_dum", 1, 4});
model.Select(X_VAR, {"nonfarms_dum", 1, 4});
model.Select(X_VAR, {"ppi_dum", 1, 4});
model.Select(X_VAR, {"structural_m_p_cheap", 0, 0});
model.Select(X_VAR, {"structural_m_p_expensive", 0, 0});
model.Select(X_VAR, {"abs_claims_ss_intra", 0, 6});
model.Select(X_VAR, {"abs_cpi_ss_intra", 0, 6});
model.Select(X_VAR, {"abs_nonfarms_ss_intra", 0, 6});
model.Select(X_VAR, {"abs_ppi_ss_intra", 0, 6});
model.Select(X_VAR, {"friday", 1, 1});
model.Select(U_VAR, {"monday0730", 0, 0});
model.Select(U_VAR, {"monday0800", 0, 0});
model.Select(U_VAR, {"monday0830", 0, 0});
model.Select(U_VAR, {"monday0900", 0, 0});
model.Select(U_VAR, {"monday0930", 0, 0});
model.Select(U_VAR, {"monday1000", 0, 0});
model.Select(U_VAR, {"monday1030", 0, 0});
model.Select(U_VAR, {"monday1100", 0, 0});
model.Select(U_VAR, {"monday1130", 0, 0});
model.Select(U_VAR, {"monday1200", 0, 0});
model.Select(U_VAR, {"monday1230", 0, 0});
model.Select(U_VAR, {"monday1300", 0, 0});
model.Select(U_VAR, {"monday1330", 0, 0});
model.Select(U_VAR, {"monday1400", 0, 0});
model.Select(U_VAR, {"monday1430", 0, 0});
model.Select(U_VAR, {"monday1500", 0, 0});
model.Select(U_VAR, {"monday1530", 0, 0});
model.Select(U_VAR, {"monday1600", 0, 0});
model.Select(U_VAR, {"monday1630", 0, 0});
model.Select(U_VAR, {"monday1700", 0, 0});
model.Select(U_VAR, {"monday1730", 0, 0});
model.Select(U_VAR, {"tuesday0730", 0, 0});
model.Select(U_VAR, {"tuesday0800", 0, 0});
model.Select(U_VAR, {"tuesday0830", 0, 0});
model.Select(U_VAR, {"tuesday0900", 0, 0});
model.Select(U_VAR, {"tuesday0930", 0, 0});
model.Select(U_VAR, {"tuesday1000", 0, 0});
model.Select(U_VAR, {"tuesday1030", 0, 0});
model.Select(U_VAR, {"tuesday1100", 0, 0});
model.Select(U_VAR, {"tuesday1130", 0, 0});
model.Select(U_VAR, {"tuesday1200", 0, 0});
model.Select(U_VAR, {"tuesday1230", 0, 0});
model.Select(U_VAR, {"tuesday1300", 0, 0});
model.Select(U_VAR, {"tuesday1330", 0, 0});
model.Select(U_VAR, {"tuesday1400", 0, 0});
model.Select(U_VAR, {"tuesday1430", 0, 0});
model.Select(U_VAR, {"tuesday1500", 0, 0});
model.Select(U_VAR, {"tuesday1530", 0, 0});
model.Select(U_VAR, {"tuesday1600", 0, 0});
model.Select(U_VAR, {"tuesday1630", 0, 0});
model.Select(U_VAR, {"tuesday1700", 0, 0});
model.Select(U_VAR, {"tuesday1730", 0, 0});
model.Select(U_VAR, {"wednesday0730", 0, 0});
model.Select(U_VAR, {"wednesday0800", 0, 0});
model.Select(U_VAR, {"wednesday0830", 0, 0});
model.Select(U_VAR, {"wednesday0900", 0, 0});
model.Select(U_VAR, {"wednesday0930", 0, 0});
model.Select(U_VAR, {"wednesday1000", 0, 0});
model.Select(U_VAR, {"wednesday1030", 0, 0});
model.Select(U_VAR, {"wednesday1100", 0, 0});
model.Select(U_VAR, {"wednesday1130", 0, 0});
model.Select(U_VAR, {"wednesday1200", 0, 0});
model.Select(U_VAR, {"wednesday1230", 0, 0});
model.Select(U_VAR, {"wednesday1300", 0, 0});
model.Select(U_VAR, {"wednesday1330", 0, 0});
model.Select(U_VAR, {"wednesday1400", 0, 0});
model.Select(U_VAR, {"wednesday1430", 0, 0});
model.Select(U_VAR, {"wednesday1500", 0, 0});
model.Select(U_VAR, {"wednesday1530", 0, 0});
model.Select(U_VAR, {"wednesday1600", 0, 0});
model.Select(U_VAR, {"wednesday1630", 0, 0});
model.Select(U_VAR, {"wednesday1700", 0, 0});
model.Select(U_VAR, {"wednesday1730", 0, 0});
model.Select(U_VAR, {"thursday0730", 0, 0});
model.Select(U_VAR, {"thursday0800", 0, 0});
model.Select(U_VAR, {"thursday0830", 0, 0});
model.Select(U_VAR, {"thursday0900", 0, 0});
model.Select(U_VAR, {"thursday0930", 0, 0});
model.Select(U_VAR, {"thursday1000", 0, 0});
model.Select(U_VAR, {"thursday1030", 0, 0});
model.Select(U_VAR, {"thursday1100", 0, 0});
model.Select(U_VAR, {"thursday1130", 0, 0});
model.Select(U_VAR, {"thursday1200", 0, 0});
model.Select(U_VAR, {"thursday1230", 0, 0});
model.Select(U_VAR, {"thursday1300", 0, 0});
model.Select(U_VAR, {"thursday1330", 0, 0});
model.Select(U_VAR, {"thursday1400", 0, 0});
model.Select(U_VAR, {"thursday1430", 0, 0});
model.Select(U_VAR, {"thursday1500", 0, 0});
model.Select(U_VAR, {"thursday1530", 0, 0});
model.Select(U_VAR, {"thursday1600", 0, 0});
model.Select(U_VAR, {"thursday1630", 0, 0});
model.Select(U_VAR, {"thursday1700", 0, 0});
model.Select(U_VAR, {"thursday1730", 0, 0});
model.Select(U_VAR, {"friday0800", 0, 0});
model.Select(U_VAR, {"friday0830", 0, 0});
model.Select(U_VAR, {"friday0900", 0, 0});
model.Select(U_VAR, {"friday0930", 0, 0});
model.Select(U_VAR, {"friday1000", 0, 0});
model.Select(U_VAR, {"friday1030", 0, 0});
model.Select(U_VAR, {"friday1100", 0, 0});
model.Select(U_VAR, {"friday1130", 0, 0});
model.Select(U_VAR, {"friday1200", 0, 0});
model.Select(U_VAR, {"friday1230", 0, 0});
model.Select(U_VAR, {"friday1300", 0, 0});
model.Select(U_VAR, {"friday1330", 0, 0});
model.Select(U_VAR, {"friday1400", 0, 0});
model.Select(U_VAR, {"friday1430", 0, 0});
model.Select(U_VAR, {"friday1500", 0, 0});
model.Select(U_VAR, {"friday1530", 0, 0});
model.Select(U_VAR, {"friday1600", 0, 0});
model.Select(U_VAR, {"friday1630", 0, 0});
model.Select(U_VAR, {"friday1700", 0, 0});
model.Select(U_VAR, {"friday1730", 0, 0});
model.Select(U_VAR, {"friday", 0, 0});
model.Select(U_VAR, {"monday", 0, 0});
model.Select(U_VAR, {"tuesday", 0, 0});
model.Select(U_VAR, {"wednesday", 0, 0});
model.Select(U_VAR, {"early_close_nyse", -1, 1});
model.Select(U_VAR, {"holiday_nyse_lead", 0, 0});
model.Select(U_VAR, {"holiday_nyse", 0, 1});
model.SetRobustSEType(2);
model.SetSelSampleByDates(dayofcalendar(2004, 6, 1), dayofcalendar(2006, 7, 31));
model.SetMethod(M_OLS);
model.Estimate();
model.TestSummary();
delete model;
}
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