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Yes, you can change the maximum number lags. Thank you very much for that Dakila! But how is the maximum number determined? If I use 8, result supports unit root if I use 4, no unit root is found. But what is the actual way I choose if I ll use 8 or 4 as maximum taking into account that they give d...

Hello,

Could I please ask how is the maximum number of lags used determined? I understand that I can reduce them instead of 8 that is set by default in the LSunit add-in but my results change if I set it as max 8 or max 4.
Thank you very much for your time.

Dear all, Could you please help me with my confusion on unit root critical values? The fact that the ADF t-stat is smaller than the critical value at 5% indicates rejection of the null but what about the critical value at 1% level of significance? In the case below it indicates that null cannot be ...

Dear all, Could you please help me with my confusion on unit root critical values? The fact that the ADF t-stat is smaller than the critical value at 5% indicates rejection of the null but what about the critical value at 1% level of significance? In the case below it indicates that null cannot be r...

Dear all, Could you please help me to understand if the variable has a unit root or not? The fact that the ADF t-stat is smaller than the critical value at 5% indicates rejection of the null but what about the critical value at 1% level of significance? In this case it indicates that null cannot be ...

Hello, Could I please ask if in the unit root test I need to compare the estimated t-stat with all the critical values provided? For example, in the results below do I consider my series as having a unit root at 1% and thus I need to test the first differences or as stationary (not having a unit roo...

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 ...

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.


Please help.

just delete 0, which is set as default, from the threshold value at the add-in

Dear trubador,
is it possible to get the aic or bic values?
Thank u!!

thank you so much trubador!!

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...

dear trubador,
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?
Thank you for your time

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

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...

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..