Search found 19 matches
- Sun Jun 12, 2022 10:36 am
- Forum: Add-in Support
- Topic: LSunit add-in
- Replies: 14
- Views: 30129
Re: LSunit add-in
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...
- Tue Jun 07, 2022 11:08 am
- Forum: Add-in Support
- Topic: LSunit add-in
- Replies: 14
- Views: 30129
Re: LSunit add-in
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.
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.
- Sun Jun 05, 2022 11:16 am
- Forum: Data Manipulation
- Topic: Urgent please answer ! Augmented Dickey-Fuller Test - Day of the week effect
- Replies: 3
- Views: 10127
Re: Urgent please answer ! Augmented Dickey-Fuller Test - Day of the week effect
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 ...
- Sun Jun 05, 2022 9:28 am
- Forum: Data Manipulation
- Topic: Urgent please answer ! Augmented Dickey-Fuller Test - Day of the week effect
- Replies: 3
- Views: 10127
Re: Urgent please answer ! Augmented Dickey-Fuller Test - Day of the week effect
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...
- Sat Jun 04, 2022 12:23 pm
- Forum: Econometric Discussions
- Topic: Please help! Difficulty interpreting ADF and KPSS test results
- Replies: 3
- Views: 9181
Re: Please help! Difficulty interpreting ADF and KPSS test results
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 ...
- Sat Jun 04, 2022 10:52 am
- Forum: Estimation
- Topic: unit root with multiple structural breaks
- Replies: 2
- Views: 12159
Re: unit root with multiple structural breaks
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...
- Wed Feb 03, 2016 2:11 pm
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97319
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
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97319
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.
Please help.
just delete 0, which is set as default, from the threshold value at the add-in
- Sun May 31, 2015 7:59 am
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97319
Re: TARCOINT
Dear trubador,
is it possible to get the aic or bic values?
Thank u!!
is it possible to get the aic or bic values?
Thank u!!
- Tue May 26, 2015 3:05 pm
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97319
Re: TARCOINT
thank you so much trubador!!
- Mon May 25, 2015 4:12 pm
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97319
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
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97319
Re: TARCOINT
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
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
- Sat Jan 03, 2015 6:49 pm
- Forum: Data Manipulation
- Topic: Bai and Perron structural break test
- Replies: 12
- Views: 11086
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
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: 11086
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: 11086
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..
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..