TVAR (Threshold VAR)

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acinorev
Posts: 1
Joined: Fri Jul 12, 2013 7:15 am

Re: TVAR (Threshold VAR)

Postby acinorev » Fri Jul 12, 2013 7:19 am

Hi,

What does the output that is received from the add-in represent

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12199
Joined: Tue Sep 16, 2008 5:38 pm

Re: TVAR (Threshold VAR)

Postby EViews Gareth » Fri Jul 12, 2013 9:06 am

Refer to the TsDyn documentation.
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logos
Posts: 1
Joined: Mon Jul 29, 2013 6:17 am

Re: TVAR (Threshold VAR)

Postby logos » Mon Jul 29, 2013 6:26 am

I had the same error telling "evaluation stopped because of an error". The way I solved:

1) I opened R and, uninstalled tsdyn package and reloaded it. It tells that it loads the package but there is an error due to the lack of quadprod package.

2) I installed quadprod package.

2) As sweivE tells above, it might not read NA's. So I changed the sample.

It worked!

icprag
Posts: 6
Joined: Wed Jul 25, 2012 9:06 am

Re: TVAR (Threshold VAR)

Postby icprag » Mon Nov 11, 2013 8:39 am

Dear All,

although using variables in their levels the TVAR addin works fine, when i use d(variable) it returns the message "evaluation stopped because of an error". Next i generated these series in first differences so as not to use the d symbol but the estimates in the reported table were all NA.

Could you please help me?

tiantao920
Posts: 1
Joined: Sun Apr 29, 2012 9:24 pm

Re: TVAR (Threshold VAR)

Postby tiantao920 » Sat Dec 07, 2013 6:37 pm

hello ,I use the code of TVAR and i can get the result
but i want to get the graph of the impulse response
how can i get it

dakila
Posts: 370
Joined: Tue Nov 24, 2015 4:57 pm

Re: TVAR (Threshold VAR)

Postby dakila » Thu Apr 07, 2016 5:00 pm

Problem solved. You no longer need R to be installed. Please use the thsvar add-in.


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