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- Sun Aug 23, 2015 12:36 pm
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97444
Re: TARCOINT
Dear trubadur I'm trying to test for cointegrating TAR and M-TAR between to stock market indices a with constant and VIX as exogenous variables. However, when I try to run the TARCOINT with two endogenous variables, two exogenous (C and the logarithm of the VIX) as well as with the simulations for t...