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Hi I know that Eviews has the threshold regression package, which can be used for single equation threshold autoregressions (TAR), but can it handle vectors? I have two equations which I believe to be correlated. So I'd like to estimated a TVAR. Is there an Eviews package for this? I'm aware of the ...

sam SAM wrote:I do not know where the problem is (at home)!!!

Looking to help out as I know how frustrating it can be. But I don't understand your comment. You mean you can't find the instructions?

Hello thank you very much I feel that the site is not updated? Cordially I don't understand why you would need the blog post to be updated. The method has not changed since year 1995. The blog lays out very clear instructions on how to step by step implement the T-Y method. You don't even need to p...

Good Morning, Hello, Please, It's true this remark: Toda-Yammamoto procedure requires that the maximum order of integration among the variables should not exceed the lags of the initial VAR? Best wishes There is a great blog post that explains the T-Y approach very clearly. Search Dave Giles profes...

EViews Gareth wrote:@expand(@datepart(@date, "WW"), @dropfirst)

This works very well. Thank you!

Hi,

I have weekly data and I'm interesting in introducing weekly dummies to examine for seasonality. I tried using @expand(@week, @dropfirst) but I get an error message. Is there some other way to do this?

Hi, I am getting an error message these days when I try to run the STAR package. This just recently started. I cannot figure out why this problem is occurring, as the package was working fine just yesterday. Hi, It is because the LM_1 statistical is negative, It has never happened to me. Could you ...

Hi I'm trying to randomly generate 16 starting values for a nonlinear MRSTAR. I understand that starting values can be specified by the following: param c(1) scalar c(2) scalar c(3) scalar c(4) scalar c(5) scalar c(6) scalar c(7) scalar c(8) scalar c(9) scalar c(10) scalar c(11) scalar c(12) scalar ...

Hi,

I am getting an error message these days when I try to run the STAR package. This just recently started. I cannot figure out why this problem is occurring, as the package was working fine just yesterday.

Thank you Matt!

Hi I'm sorry this is such a basic question, but I cannot find the answer in Eviews help forum. I have a 1x10 vector of eigenvalues and I have a scalar mean of those eigenvalues. For each element of the vector, I'd like to subtract the mean, square the difference and sum the squared differences. In M...

I am attempting some testing of adequacy in the post estimation of a STAR model. Specifically I'm attempting to test for the presence of no autocorrelation using the methods of Eitrheim and Terasvirta (1996). This is a Serial Correlation LM test which is Chi-squared distributed. Summary of methods f...

Dear Nicolas, I am attempting some testing of adequacy in the post estimation of my STAR model. Specifically I'm attempting to test for the presence of no autocorrelation using the methods of Eitrheim and Terasvirta (1996). This is a Serial Correlation LM test which is Chi-squared distributed. Howev...

EViews Glenn wrote:@rnorm works best for element assignment. To fill the entire vector in one go, use

Code: Select all

nrnd(vec)

as in

Code: Select all

vector(10) a
nrnd(a)

Thank you this is very efficient in my program!

The final test that one should always do is to compare the linear model with the nonlinear in terms of adjustment, if the nonlinear one gives you better results you should keep it. Regarding the stationarity of the transition variable, since you apply a funcion which codomine is bounded the resulti...