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Hi there, I hope you are keeping well. I am sorry to bother you but really need help with this due to is the last part of my dissertation. I need to create a new serie "z" which is the difference between "x" and "y" series. However, the series "x" and "y&...

Hi there, I hope you are very well. I would like to know what test for detecting structural break is better. Bai Perron global structural break or Breakpoint unit root test Dickey Fuller test. Even though both test can give you a break date, in my opinion, as Dickey Fuller test can assess unit root ...

Hi, any comments about it?
thanks.
MS

Hi there, I hope you are keeping well. I have tried to estimate a GARCH(1,1) with a dummy variable into the variance equation in the following way: R_V1 = C(1) + C(2)*DUMMY + [AR(1)=C(3)] GARCH = C(4) + C(5)*RESID(-1)^2 + C(6)*GARCH(-1) + C(7)*DUMMY*GARCH(-1) + C(8)*DUMMY*RESID(-1)^2 however, even t...

ok, thanks. the Syntax archtest(options) es without space, which seems some different to the example. http://www.eviews.com/help/helpintro.ht ... htest.html

Regards,
MS

Hi, thanks for your response. However, I does not work. please check a couple of lines of mi code. attached.

I insist that the code not force to the lag dialog to put lag>1. Please correct me If I am wrong.

I await your comments.
Thanks
MS.

Hi there, I hope you are keeping well. Just I would like to mention that I am using eviews 9.5 and when I wrote a code and I tried to do an arch test with more than 1lag it was not possible. The output is by default 1 lag. The execution program does not recognize this command, for example--> eq1.arc...

Hi,

please I need support about DM test.

Could you please give me an example of how to use it? the add in folder does not have any workfile in order to replicate an example of the test.

many thanks,
MS