TVAR (Threshold VAR)

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Scalper
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Joined: Wed Jun 30, 2010 11:43 am

Re: TVAR (Threshold VAR)

Postby Scalper » Fri Nov 11, 2011 2:51 pm

Will be the threshold value that share each regime??

gordeza
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Re: TVAR (Threshold VAR)

Postby gordeza » Sat Nov 19, 2011 1:42 am

Hi Gareth,
Thanks a ot for helping thousands in this forum.
It would be greatly appreciated if you could elaborate a bit more on how to get the threshold value display in the TVAR output.
Also, how to edit the add-in code?
Thanks in advance.
Gordeza

EViews Gareth
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TVAR (Threshold VAR)

Postby EViews Gareth » Sat Nov 19, 2011 3:08 am

The R program doesn't return the threshold value, so it can't be brought into EViews.

To edit any Add-in, simply open up the file in EViews. (File->Open->Program in Addins folder)
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agranda
Posts: 4
Joined: Thu Dec 29, 2011 7:40 am

Re: TVAR (Threshold VAR)

Postby agranda » Thu Dec 29, 2011 8:09 am

I get the very same error message that Mihaain and Gordeza mentioned early:
"R(for 'testtar<-TVAR(g, 3, include="const"model="TAR",thhresh=1)') returned an error: evaluation stopped because of an error".
Any idea? I don't find the error
(add my wf1)
Thanks in advance!
Attachments
exam_model.WF1
(20.2 KiB) Downloaded 411 times

EViews Gareth
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Re: TVAR (Threshold VAR)

Postby EViews Gareth » Thu Dec 29, 2011 8:51 am

What was the specification you used?
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agranda
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Re: TVAR (Threshold VAR)

Postby agranda » Thu Dec 29, 2011 9:04 am

the specification is

TVAR(options) 3 ipc_ln tc_v

EViews Gareth
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Re: TVAR (Threshold VAR)

Postby EViews Gareth » Thu Dec 29, 2011 9:57 am

Looks like it is just an issue with the R package for your particular data set.
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yasirjanjua
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Joined: Wed Aug 08, 2012 2:30 am

Re: TVAR (Threshold VAR)

Postby yasirjanjua » Wed Aug 08, 2012 2:51 am

Hello dear fellows, i have installed the R with rsc proxy and couldnot find the statconnDCOM version 3.1-1B2 if someone have plz attach as soon as possible.

yasirjanjua
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Re: TVAR (Threshold VAR)

Postby yasirjanjua » Fri Aug 10, 2012 4:58 pm

Dear Fellows
i have run the program properly but having estimation error in the following command
> test<-TVAR(G, 2) which is not working properly
how can i resolve it
plz reply soon
thanks

Potti_X
Posts: 5
Joined: Mon Aug 20, 2012 9:52 am

Re: TVAR (Threshold VAR)

Postby Potti_X » Mon Aug 20, 2012 9:55 am

Hi,

is there any way to use this addin for forecasting?

EViews Gareth
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Re: TVAR (Threshold VAR)

Postby EViews Gareth » Mon Aug 20, 2012 11:16 am

Not as far as I am aware.
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afham_acc
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Re: TVAR (Threshold VAR)

Postby afham_acc » Thu Sep 13, 2012 1:32 am

I have a problem that says "R(for 'test<-TVAR(g, 1, include="const"model="TAR",nthresh=1)') returned an error: evaluation stopped because of an error" And I tested with the testtvar.wf1 gordeza has sent and it worked perfectly...So, i figured this must be a problem with my dataset...could u please help me with this?

I wanted to test the TVAR between g-inf and g-exrate...with lagged 1 and delay parameter 1...
is it because my sample size is too small?
Attachments
thesis.wf1
(9.61 KiB) Downloaded 362 times

valeria
Posts: 5
Joined: Fri Jun 21, 2013 1:17 am

Re: TVAR (Threshold VAR)

Postby valeria » Fri Jun 21, 2013 6:30 am

Hello! I'm trying to estimate a TVAR with 3 endogenous variables and 2 lags. I chose the threshold variable, as a function of one of the variables of the model with 1 delay and I can make an assumption about the threshold value, setting it to 0 (as it is in the literature). Using the TVAR Add-in I'm able to activate the R-connection properly, but when I estimate the model the output displays all coefficients equal to 0. Can I specify somewhere in the estimation screen the threshold variable?
I would really appreciate help.
Thank you!
Valeria

EViews Gareth
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Re: TVAR (Threshold VAR)

Postby EViews Gareth » Fri Jun 21, 2013 7:43 am

No, I believe not.
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valeria
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Re: TVAR (Threshold VAR)

Postby valeria » Fri Jun 21, 2013 8:39 am

So what is the meaning of this result?Am I doing something wrong?


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