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by oly
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...

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