## Search found 13 matches

Wed Feb 03, 2016 2:11 pm
Topic: TARCOINT
Replies: 46
Views: 43813

### Re: TARCOINT and AECM

Dear Trubador, i would like to ask about the asymmetric error correction model that i estimate after i have conducted the MTAR procedure through the tarcoint. Is there a problem if the coefficients of the Ut+ and Ut- ( i use monthly data) are 0,30 and 0,09? is that a sign of explosive series and is ...
Mon Jun 08, 2015 11:16 am
Topic: TARCOINT
Replies: 46
Views: 43813

### Re: TARCOINT

yingtan wrote:
ninjagirl wrote:Hello,

I wanted to find a consistent estimate of the Threshold as per Chan 1993. I can't seem to figure out how I can do that using the add-in. Any help? Im consistently getting threshold as 0.

just delete 0, which is set as default, from the threshold value at the add-in
Sun May 31, 2015 7:59 am
Topic: TARCOINT
Replies: 46
Views: 43813

### Re: TARCOINT

is it possible to get the aic or bic values?
Thank u!!
Tue May 26, 2015 3:05 pm
Topic: TARCOINT
Replies: 46
Views: 43813

### Re: TARCOINT

Mon May 25, 2015 4:12 pm
Topic: TARCOINT
Replies: 46
Views: 43813

### Re: TARCOINT

thank you very much for the reply trubador!!! does tarcoint automatically uses the engle - granger cointegration ? so maybe there is a problem with the dols!? or am i ok? i prefer the residuals because i thought to perform first a dols cointergration with breaks as exogenous and then decompose the r...
Tue May 19, 2015 1:07 pm
Topic: TARCOINT
Replies: 46
Views: 43813

### Re: TARCOINT

i use the add-in tarcoint and i would like to know whether i do the procedure right. i do the dols and then decompose the residuals i have obtained from dols into - and + and then put them as endogenous variables in the tarcoint. is that right?
Sat Jan 03, 2015 6:49 pm
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

Thank you Glenn, i ll take that into consideration.
I have decided to choose the global test as you have recommended in a previous post.
Thank you very much really for your help
Mon Dec 29, 2014 5:46 pm
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

Thank you very much Glenn, I insist on the supf(l+1) test and the rss because my supervisor told me that i have to choose the breaks with the lowest rss. I have done all the avaliable tests + the add-in breakpoint test and dates are similar.. 2 or 3 months is the difference among them . Thank you ve...
Tue Dec 23, 2014 4:26 pm
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

Hello again,
i have installed the add-in bai-perron breakpoints test.
Can i perform the Supf Test from the breakls menu of eviews and then do the bai-perron breakpoints test (add-in) so as to get the rss??
Because i have already done all the tests and results differ...
Thank you once again..
Sun Dec 21, 2014 10:58 am
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

Dear Glenn,
if i use the Sequential L+1 vs L with Eviews8, how do i get the rss ????
Thank you very much in advance!
Thu Dec 18, 2014 11:21 am
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

Thank you very much for your help!
Thu Dec 18, 2014 2:18 am
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

my question is which test among the four of breaks should i take into consideration in order to find the breaks of my series.
Thank you very much
Sun Dec 14, 2014 12:00 pm
Forum: Data Manipulation
Topic: Bai and Perron structural break test
Replies: 12
Views: 4832

### Re: Bai and Perron structural break test

Dear Glenn, i would like to see if cointegration exists among 2 series (prices of 2 countries). i find that cointegration exists but i want to test whether breaks exist. Thus, i employ the least squares with breakpoints via evews 8. Do i have to choose first the method global L breaks vs. None(Udmax...