i wrote this program in Eviews for threshold value.
in the second step i must obtain Sum Squared of resids and minimum of SSR and it's correspondent !K
but i don't know how to calculate it.
please help me
wfcreate a 1979 2015 'period of study
for !k=0.001 to 1 step 0.001
equation equ1.ls y c x*(x<=!k) x*(x>!k) m1 m2 m3
equation equ2.ls y c x x*(x>!k) m1 m2 m3
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