Page 1 of 1

how i can calculate the threshold value

Posted: Thu Oct 12, 2017 10:17 am
by eisamabodian
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

series y=nrnd
series x=nrnd
series m1=nrnd
series m2=nrnd
series m3=nrnd

for !k=0.001 to 1 step 0.001
equation y c x*(x<=!k) x*(x>!k) m1 m2 m3
equation y c x x*(x>!k) m1 m2 m3