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hi guys,

Does d(y)=c(1) give the random walk with drift? if so, how can the random walk without drift be driven?


many thanks

Hello everyone... I am doing a PhD paper on forecasting exchange rate with respect to commodities prices. What I need to do at the moment is running the fluctuation test proposed by Giacomini and Rossi (2010). I appreciate if anyone could help me out with programming the test.

thanks in advance

im doing my dissertation on PPP and urgently need the codes to run three-regim TAR(1) model. btw i got three variables.
does anyone know the commands?

thanks in advance