EViews.com

What specifically do you see wrong with (***)?

The threshold variable selection is based on SSR.

What you're asking goes beyond our normal help. Did you produce your current results using the TARCOINT add-in? If so I suggest going to the add-in section of the forum and asking your question there.

It will help me point you in the right direction if I know what you are trying to accomplish.

In what context are you trying to estimate an AECM?

1) So avgrets is created from another variable. Where does this variable get deleted?
2) Read the For loop section in http://www.eviews.com/help/helpintro.ht ... 74.08.html

1) Where is avgrets created? Can you locate this?
2) Write out the code to graph one of the plots you want.

1) comment out the line in the program that deletes avgrets
2) put your graph command into a loop, and add the graphs to the spool one at a time

1) The equation objects for the first step of the Fama-MacBeth regression are stored in the beta_summary spool object. The second step of the regression does not use the equation object (see the 'fmb()' function).

2) What exactly are you trying to plot?

Are you saying you ran the above and got an error? What exactly did you enter?

If I understand you correctly, indicator(-1), indicator(-2), etc are your threshold regressors. Then you want, for example: Dependent variable followed by list of threshold regressors: indicator indicator(-1) List of non-threshold regressors: c Threshold variable specification 1 4 This is all explai...

What are the variable names of your threshold regressors? Are you trying to test all delays from 1 to 4, or one at a time? You indicate both in your previous posts.

What are your threshold regressors (what are the variable names)?

This thread is about the portfolio backtesting add-in that performs simple backtesting of a set of portfolio positions and associated market returns in EViews.

There are many ways to interpolate or extrapolate your data, depending on your situation. If you only care about filling in your missing data and are not concerned with look-ahead bias, EViews has several built-in interpolation/frequency conversion routines: http://www.eviews.com/help/helpintro.html...