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tvgc add-in

Posted: Mon Dec 21, 2020 1:55 am
by kzmh78
Hi, When I run a tvgc add-in and check the tvgc.pdf's example using moneyincome.wf1,
then I got a error message 'Error 17 in encrypted program'. 
What could be the cause?

Re: tvgc add-in

Posted: Mon Dec 21, 2020 3:49 pm
by dakila
It requires the version 12.

Re: tvgc add-in

Posted: Tue Dec 22, 2020 3:35 am
by kzmh78
Thank you for your Comment. I used version 11.

Re: tvgc add-in

Posted: Fri Dec 25, 2020 6:40 am
by dakila
This thread is about the TVGC add-in that estimates subsample tests (a forward recursive algorithm, a rolling window algorithm, and a recursive evolving algorithm) of Granger causality within a lag-augmented vector autoregressive framework (pleases see Shuping, Hurn and Phillips, 2020).

Re: tvgc add-in

Posted: Wed Jan 13, 2021 9:02 am
by KamrulHassan
I am using EViews 12; however, could not install tvgc, it says 'installation of tvgc failed'. How can I install tvgc?

Re: tvgc add-in

Posted: Wed Jan 13, 2021 6:29 pm
by KamrulHassan
Hi there,
I was able to install 'tvgc'; however, could not run, it returns an error message like "Error 1663 encrypted program"; is there a solution to this problem? I am using EViews 12.
Thank you.
Kamrul Hassan

Re: tvgc add-in

Posted: Thu Jan 14, 2021 9:47 am
by dakila
can you run the example file (tvgc_ex.prg)?

Re: tvgc add-in

Posted: Fri Jan 15, 2021 8:35 am
by KamrulHassan
Hi,
No such example file is installed in the folder. Where can it be found? Thanks.

Re: tvgc add-in

Posted: Fri Jan 15, 2021 8:50 am
by dakila
C:\Users\...\Documents\EViews Addins\tvgc

Re: tvgc add-in

Posted: Fri Jan 15, 2021 10:28 am
by KamrulHassan
Thank you so much, yes, I was able to run the program file 'tvgc_ex.prg', however, when tried to implement 'tvgc' with example work file 'moneyincome', it again returns error message. Any help would be much appreciated. Thank you.

Re: tvgc add-in

Posted: Sat Jan 16, 2021 6:15 pm
by harlon1976
I find the critical value for a given significant level is constant for all estimated sample.But I think it is different for different time .Is that ture?

Re: tvgc add-in

Posted: Sun Jan 17, 2021 12:14 am
by dakila
I am not sure about your question. You should ask the question from authors of paper: Shuping Shi or Peter Phillips

Re: tvgc add-in

Posted: Sun Jan 17, 2021 6:59 am
by KamrulHassan
Hi,
I can open 'tvgc' add-in in the example workfile 'moneyincome'; however, after specifying the model when I click OK, it return an error message. However, I cannot open the 'tvgc'add-in in EViews workfile with my own data, it again returns an error message. I hope I was able to make it clear this time. Any help is highly appreciated. Thank you.