Search found 25 matches

by Itamar
Mon May 21, 2018 12:05 pm
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Dear rtadf users, Xiaohui (Sharon) Wu, an rtadf user, has finally found the source for the annoying "tstat_max" bug. I see several posts on the Eviews forum mentioned the "TStat_max_max is not defined" error, which I encountered myself too. After looking at the codes, I find the ...
by Itamar
Sun Mar 25, 2018 12:23 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Dear Rtadf users,

Please download the lates version of the add-in (http://www.eviews.com/Addins/rtadf.aipz) and try again. If you still find bugs, please email me at:

caspi.itamar [at] gmail.com

Best,
Itamar
by Itamar
Mon Dec 12, 2016 1:24 pm
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Hi francescao, Thanks! As for your questions: 1. The GSADF is the sup of the BSADF used in Phillips, Shi and Yu (2015, IER) 2. The CV in the table is for the sup test , whereas the red line is the CV for the dates-tamping procedure. You can checkout PSY (2015) or the add-ins' user guide for elaborat...
by Itamar
Wed Nov 09, 2016 3:45 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Hi, FYI, a new version of the Rtadf add-in has been uploaded to the EViews add-in repository. The main improvement being added is the option to simulate critical values for the SADF and GSADF tests based on wild and sieve bootstrap (as in as in Harvey et al. (2016) and Gutierrez (2011)). A few notes...
by Itamar
Sat Aug 06, 2016 10:57 pm
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Hi, In short, a bubble period is a period when the ADF sequence is larger than the ADF critical value sequence. For example, if you run the sadf test, your workfile will include two new series - "sadf" and sadf_cv". You can generate a bubble period dummy indicator by running something...
by Itamar
Thu Apr 21, 2016 11:26 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Dear bm26,

Thanks! Unfortunately, what you ask for is not possible in the current version. However, If I understand you correctly, I think you can get a backward GSADF test if you somehow "rotate" you series such that the last observation becomes the first and then run the test, no?
by Itamar
Wed Aug 26, 2015 12:58 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

A new version of the Rtadf add-in has been upladed to the EViews Add-ins repository ( http://www.eviews.com/Addins/addins.shtml#addins ). The main improvement added to the current version is the option to simulate critical values for the SADF and GSADF tests in parallel mode via the use (in the back...
by Itamar
Mon Aug 24, 2015 8:21 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Hi

Send me your email in private and I'll send you an updated (beta) version of the add-in that should work. Let me know if it doesn't.

Best,
Itamar
by Itamar
Tue Jun 02, 2015 10:55 pm
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Dear Anca,

Sorry for the late response. Please send me your email address in a private message so I am able to send you the latest version I have ready.

Best,
Itamar
by Itamar
Wed May 20, 2015 6:56 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Dear Thomas, Thanks for your kind words! your suggestion seems to work well. I am currently working on an update for the 'rtadf' add-in and you've just saved me some work ;) BTW, the new version will allow the user to run the simulations in parallel via MATLAB, an option that cuts simulation running...
by Itamar
Wed Nov 12, 2014 5:37 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

Hi, 1. Yep, the GSADF test takes A LOT of time since it runs a lot of regressions. I am currently working on ways to parallelize the code with the help of a 3rd party software but it is in experimental stages. I'll post an update once it is ready. 2. You probably have an earlier version of the add-i...
by Itamar
Tue Oct 21, 2014 11:14 pm
Forum: Add-in Writing area
Topic: Runing a Matlab function within an add-in
Replies: 4
Views: 6397

Re: Runing a Matlab function within an add-in

Perfect! Thank you so much!
by Itamar
Tue Oct 21, 2014 12:33 pm
Forum: Add-in Writing area
Topic: Runing a Matlab function within an add-in
Replies: 4
Views: 6397

Re: Runing a Matlab function within an add-in

Sorry. I'll try to be more specific: I want to run a Matlab program within an add-in. The Matlab program calls to a Matlab function file. The Matlab function file is located in the Add-in's folder directory. Now let's say that this is my Matlab function: function y = f(x) y=x end 'f' is saved under ...
by Itamar
Sun Oct 19, 2014 7:38 am
Forum: Add-in Writing area
Topic: Runing a Matlab function within an add-in
Replies: 4
Views: 6397

Runing a Matlab function within an add-in

Hi, I want to use the COM capabilities that EViews has with Matlab from an add-in. More specifically, I want to install a matlab function m file in the add-in's directory such that I can 'xrun' it when the add-in is in use. My problem is that I can 'xrun' it only if I know where the m file is at (un...
by Itamar
Sat Oct 04, 2014 4:16 am
Forum: Add-in Support
Topic: rtadf
Replies: 51
Views: 39861

Re: rtadf

A new version (1.3) of the Rtadf addin is now available at the EViews addin page. The update includes the following improvements: - The output table and graph are now presented within the series object. - Output objects now include only the following three: the sequence of test statistics, sequence ...

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