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- Sat Jun 15, 2013 1:40 am
- Forum: Add-in Support
- Topic: Beveridge-Nelson Decomposition
- Replies: 8
- Views: 21271
Re: Beveridge-Nelson Decomposition
Hi, I'm trying to apply the add-in on a series of log(gdp) with annual data of 41 obs. and with p=1 and q=1. However, no matter what I set the parameters, it always results in error, "error in sample: range error". Also, I'm not sure how to decide on that "parameter value" (s). p...