Search found 13 matches

by eisamabodian
Thu Oct 12, 2017 10:17 am
Forum: Programming
Topic: how i can calculate the threshold value
Replies: 0
Views: 65

how i can calculate the threshold value

i wrote this program in Eviews for threshold value. in the second step i must obtain Sum Squared of resids and minimum of SSR and it's correspondent !K but i don't know how to calculate it. please help me wfcreate a 1979 2015 'period of study series y=nrnd series x=nrnd series m1=nrnd series m2=nrnd...
by eisamabodian
Sun Jul 17, 2016 2:27 am
Forum: Programming
Topic: A question about dummy variable
Replies: 4
Views: 404

Re: A question about dummy variable

startz wrote:Which side of the structural break do you want observation T to be in.


Is this arbitrary ?
Can we use both of this forms in empirical works?
Because in some papers I see Model A , while in others I see Model B.Is the result is the same in both of these situations or is different?
by eisamabodian
Sun Jul 17, 2016 2:22 am
Forum: Programming
Topic: A problem in working with "FOR" Loop
Replies: 10
Views: 547

Re: A problem in working with "FOR" Loop

Make the index 1 to 7000. .Then store the values of k in one vector and the results you want in an other. Both indexed by 1 to 7000 How can I create an index from 1 to 7000? But I need to build an index from -7 -6.999 -6.998 ........-0.003 -0.002 -0.001 Because step is 0.001 But the question is tha...
by eisamabodian
Sat Jul 16, 2016 7:15 am
Forum: Programming
Topic: A problem in working with "FOR" Loop
Replies: 10
Views: 547

Re: A problem in working with "FOR" Loop

Make the loop for 1 to 700. Then calculate the corresponding k. This loop has 7000 numbers not 700.Another problem is this loop is for negative numbers not positive.these numbers are decimal and negative.Unfortunately Eviews doesn't accept any negative or decimal number as index.How can I solve thi...
by eisamabodian
Sat Jul 16, 2016 7:09 am
Forum: Programming
Topic: A question about dummy variable
Replies: 4
Views: 404

Re: A question about dummy variable

startz wrote:Either is fine. They differ in whether date T is on or off.


What does mean on or off?
by eisamabodian
Fri Jul 15, 2016 2:20 am
Forum: Programming
Topic: A question about dummy variable
Replies: 4
Views: 404

A question about dummy variable

Which of these forms is correct for a dummy variable?

Model A)

Code: Select all

1   :  T>=S
0   :   T<S

S=Structural break date


Model B)

Code: Select all

1   :  T>S
0   :   T<=S
S=Structural break date
by eisamabodian
Fri Jul 15, 2016 2:15 am
Forum: Programming
Topic: a program for ADF test with two dummy variables
Replies: 0
Views: 405

a program for ADF test with two dummy variables

I want to simulate this ADF unit root test with two dummy variables in intercept and trend. dy=c(1)+C(2)*DU1+c(3)*DU2+C(4)*DUT1+C(5)*DUT2+C(6)*T+C(7)*Y(-1)+C(7)*DY(-1) Does anybody can help me.My original model has two dummy variables. And 219 observations. DU1=structural break is in 153th observati...
by eisamabodian
Fri Jul 15, 2016 2:01 am
Forum: Programming
Topic: A problem in working with "FOR" Loop
Replies: 10
Views: 547

Re: A problem in working with "FOR" Loop

Yes, but what exactly are you doing with that line? Explain in words what it is doing. I want to save SSRs of equations and also their correspondent !k. In threshold regression approach i must sort these variables to obtain minimum SSR and its correspondent !k.in this situation !k is threshold valu...
by eisamabodian
Thu Jul 14, 2016 9:31 am
Forum: Programming
Topic: A problem in working with "FOR" Loop
Replies: 10
Views: 547

Re: A problem in working with "FOR" Loop

I want to save SSR of each equation and also !k values.
by eisamabodian
Thu Jul 14, 2016 5:41 am
Forum: Programming
Topic: A problem in working with "FOR" Loop
Replies: 10
Views: 547

A problem in working with "FOR" Loop

i have problem, when i want to run this program: for !k=-7 to 0 step 0.001 equation equ1.ls y c x*(x<=!k) x*(x>!k) m1 m2 m3 series ssr11(!k)=equ1.@ssr series kkk(!k)=!k next this is a threshold model.i must save SSR and !k for each equation. but negative index or decimal values are not acceptable as...
by eisamabodian
Fri Oct 02, 2015 6:22 am
Forum: Programming
Topic: Eviews code for Panel threshold of Hansen
Replies: 6
Views: 4478

Re: Eviews code for Panel threshold of Hansen

Hi friends.
I want to know does any body knows
How we can run a dynamic threshold panel approach?
by eisamabodian
Wed Mar 25, 2015 10:50 am
Forum: Programming
Topic: Engle Granger Cointegration Test
Replies: 4
Views: 1052

Re: Engle Granger Cointegration Test

In the first step you must discern integration degree of the variables. the variables should be I(1). In the second step Run your regression, for example: y c x1 x2 x3 in the third step you should run unit root test (ADF,PP,...)on the residuals of the regression. Residuals should be stationary or I(...
by eisamabodian
Mon Feb 23, 2015 9:33 am
Forum: Estimation
Topic: Dummy variable in a VECM
Replies: 1
Views: 1091

Re: Dummy variable in a VECM

Hi. If you enter dummy variable in the VAR or VECM model it appears in the bottom of the page in the results page.Because you included it in exogenous variables. If you want to obtain the elasticity of dummy variable in your estimated model you can insert it in the box of endogenous variables. But i...

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