Search found 5 matches

by omerz
Thu Apr 30, 2020 4:13 pm
Forum: Estimation
Topic: CUSUM Test in ARDL Models
Replies: 12
Views: 11804

Re: CUSUM Test in ARDL Models

As I said before I have 111 independent vars, which 39 of them enters the dynamic part of ARDL eq., in addition I have 80 fixed variables in the model. I have 1826 obs and I am using white het. resistant se estimation. My after estimating my model, I run view/stability tests - CUSUM test. This is te...
by omerz
Thu Apr 30, 2020 4:01 pm
Forum: Estimation
Topic: CUSUM Test in ARDL Models
Replies: 12
Views: 11804

Re: CUSUM Test in ARDL Models

Can you guess what is the possible problem behind this problem? I can check further specification errors in my work file
by omerz
Thu Apr 30, 2020 3:39 pm
Forum: Estimation
Topic: CUSUM Test in ARDL Models
Replies: 12
Views: 11804

Re: CUSUM Test in ARDL Models

Your simulated data prints CUSUM test results for entire time line. However it is not the case for my equation. I have 39 dynamic terms and about 80 fixed terms in my model. Does these fixed terms could be the reason behind this problem
by omerz
Thu Apr 30, 2020 3:12 pm
Forum: Estimation
Topic: CUSUM Test in ARDL Models
Replies: 12
Views: 11804

Re: CUSUM Test in ARDL Models

For monthly data your code showed CUSUM graphics for all years. But I am working on daily data with 1826 obs. and can still only see 2019 values for CUSUM
by omerz
Thu Apr 30, 2020 3:00 pm
Forum: Estimation
Topic: CUSUM Test in ARDL Models
Replies: 12
Views: 11804

Re: CUSUM Test in ARDL Models

Hi I am using CUSUM test for ARDL models in Eviews 11. However although I have 5 years of daily data from 2015 to 2019, my CUSUM test output graph only includes values calculated for 2019. How can I able to view CUSUM Stats for 5 years period. Thank you very much

Go to advanced search