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- Thu Jan 19, 2017 5:37 am
- Forum: Estimation
- Topic: ARDL: Stability diagnostics - CUSUM and CUSUM square tests
- Replies: 5
- Views: 64022
Re: ARDL: Stability diagnostics - CUSUM and CUSUM square tests
Hi, everyone. I am running an ARDL model with CUSUM and CUSUMSQ stability tests, but I encountered an estimation problem. My result for CUSUM test is significant, but CUSUMSQ is not. Please help and advice me on what to do to ensure that my CUSUMSQ is also significant. Thanks, in anticipation for yo...