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Yes, I ran the above and got errors. The strange thing is that the errors are different: Threshold variable lags must be positive integers. Specification leads to singular matrix in at least one sub-sample. I enter exactly: zewindicator zewindicator(-1) c 1 4 ...I don´t know. When this is the right ...

Yes, you are right! I tried it the same way like in the documentation and you did. But with the same: Dependent variable followed by list of threshold regressors: indicator indicator(-1) List of non-threshold regressors: c Threshold variable specification 1 4 I got also an error: Threshold variable ...

I have no names of threshold regressors, I only have the name of my variable (indicator) and regime1 and regime2 as the split of my dependent variable. I try to test all delays from 1 to 4, but each in every estimation. So in my first estimation, the delay is 1. In the second the delay is 2 and so o...

it´s the same like the delay and lags. in every estimation i have to assume a threshold variable and check which one minimizes the AIC (thats the procedure which my prof preferes).

Okay, generally I have to create a forecast from a nonlinear, univariate time series. Therefore I have only one time serie from an financial indicator which is my dependent variable. I start with the estiation of a SETAR model and have to test which variables (delay, threshold, lags) create the best...

Number of unique values of the threshold variable 1 are less
than the maximum number of thresholds requested.

I don´t get it...

I entered it without quotes like:

dependentvariable 1 4

but it doesn´t work...

It´s the same. When I wrote the dependent variable without space: (dependent variable1 4) then there is the error: REGIME_11 is not defined.

When i wrote it with space (dependent variable 1 4) then the error is: Near singular matrix

i have one time series and to see which delay parameter, threshold parameter, regimes und lags i take, i want to try different combinations and check which one minimizes the AIC. So i have the dependend variable from my time serie and first want to create 1-4 lags with -1 to -4. error messages like:...

hey everybody

i have a problem with the estimation in setar model in eviews 9. i want to estimate a univariate time serie with only one dependend variable. but every time when i enter a lag to the equation there is a error message.
can anybody help me?