EViews.com

dear eviews administrator and everyone. i've completed ZAURoot, PPURoot, and Gregory hansen test. as bellow: Zivot and perron: crash model, changing growth model, mixed model gregory hansen: level shift, level shift with trend and regime shift my questions are: 1: how to interpret the results of ZAU...

dear administrator, when i run my workfile into sspace , and i got these result

@signal lbi_rate = sv1

@state sv1 = c(2)*sv1(-1) + c(3)*sv2(-1) + [var = exp(c(1))]
@state sv2 = sv1(-1)

am i wrong? thankyou for your help. i do hope your reply

dear trubador, i've time series data and i think have a trend. how to intrepret the result of gregory hansen test? which model would we choose what procedure i must based to? i really hope your reply:) THE GREGORY-HANSEN COINTEGRATION TEST MODEL 2: Level Shift Model A. with level shift (c) ADF Proce...

dear eviews administrator, i've tried to run sspace model in auto specification tab with ARMA (2,0), interest rate of in indonesia as dependent variable (in my workfile: lbi_rate) and independent variable is inflation (in my workfile: inflasi). and i got these: @signal lbi_rate = sv1 @state sv1 = c(...

what maxlag i have to write in gregory hansen subroutine? is that based on our own? and how to interpret the result (beased on ADF procedure and phillip procedure)? thankyou for your help

i've read user guide for state space, but i dont understand. i am new in eviews and iam a undergraduate student in economic. actually i make a research about "fisher effect" with two variables: inflation (inflasi) as independent variable and interest rate (bi_rate) as dependent variable. i...

dear trubador,

i really need your help. i want to know how to run gregory hansen cointegration test. i hope u explain to me with detail. could i know your email so that i can contact you directly. thanks

dear eviews administrator,

i am a college student. i am new in eviews. i really need your help because iam doing a project which must processes data using eviews. i dont know how the step to get state space model with detail. i do hope your reply, thanks

regard