EViews.com

Hi,

To see some examples you can take a look to the eviews add-in documentation. With the current version of eviews you can use a built-in procedure to estimate STAR models.

Regards,

This thread is about the Canova Hansen add-in which performs seasonal unit root test. The add-in can handle monthly and quarterly data. The test can be considered as the KPSS version of a seasonal unit root test. With the null hypothesis of stationarity. Comments and suggestions of the add-in are we...

Hi,

You can not add the lags using that command. You must type each lag individually.

Regards,

Hello everyone,

Currently I'am working on a research regarding time series with seasonal unit roots and I need some time series with these porperty. I wonder if you know any time series with these features, independently of its frequency. Thanks.

Regards,

Hello,

I guess that the estimation of your gamma parameter is large enough, hence you can use a discrete TAR model and it is not necessary to perform a LSTAR estimation.

Regards,

Hi, The following code perform the Perron (1989) unit root test for time series with structural breaks. In the code the case 1 is defined as a level break, case 2 as a trend break and case 3 as a leven and trend break. 'Nicolas Ronderos Pulido '-------------------------------------------------------...

This thread is about MGARCH tests add-in which performs tests to detect the absence of multivariate ARCH effects on the residuals of VAR or VEC model. The tests can also be used to detect remaining multivariate ARCH effects after the estimation of a MGARCH model (Diagonal VECH, CCC or BEKK) in a sys...

You can do it with the Logl object or with NLS.

Hi,

I have design the add-in in such a way that the intercept must be included in the model. But you can easily do that in the STAR EViews 10 procedure.

Good luck!

Just as an academic exercise the following code performs the estimation of the multivariate Ljung Box test for VAR already available in eviews. Best regards, 'Nicolás Ronderos Pulido - Time series analysis 'Test: Portmanteau for VAR(p) 'Lutkepohl (2005) 'H0: no autocorrelation until lag h '---------...

Hi, You can calculate the frecuency from the equation w=2*pi*f where f is given in cycles per time unit (in the add-in I report the inverse 1/f i.e. in time units per cycle) you want the w frequency. For the frequencys you posted: - (2 month per cycle) w=2*pi*f w=2*pi*(1/2) w=pi - (4 month per cycle...

shadi71h wrote:hi
how can i do mrstar in eviews?
i can do star but cant mr star

With the STAR add-in you can not.

Hi, I am getting an error message these days when I try to run the STAR package. This just recently started. I cannot figure out why this problem is occurring, as the package was working fine just yesterday. Hi, It is because the LM_1 statistical is negative, It has never happened to me. Could you ...

The second suggestion would be more general for any lag desierd by the user, but the first will be easy to implement in the current version of the add-in. Thanks for the idea, I will see what I can do.

Regards,

Perfect, thanks.