EViews.com

Gareth, I get different results for my data. When I run this test in Eviews, I get a break which is different from the break obtained when this test is run in R on this data. I used general to specific method to determine the lag length. But Eviews uses AIC to set the lag length. And in most cases, ...

If you have multiple breaks in your data, then you should use other tests (e.g. Bai-Perron) that are specifically developed for the purpose. Such procedures are designed to locate and identify the breaks endogenously, so you can always use dummy variables and usual significance tests if you know th...

Yes Gareth,

the problem is with the R code which I entered incorrectly. In this case, the names of the variables which I entered in upper case instead of lower case caused the issue.

Hi guys, My eviews keeps returning the following error message every time I estimate TVAR equation. Below is the message: > test<-TVAR(G, 2) Error in as.matrix(data) : object 'G' not found R (for 'test<-TVAR(G, 2)') returned an error: evaluation stopped because of an error. can anyone please shed so...

after fruitless efforts to install za unit root test add in, I used R and ran the test. but that test did not locate the break dates correctly. some of my data have two or more breaks some have single break. I will run the Bai Perron test in R, just found the script for it.

i have now managed to update to 7.2.

though, the aipz file is not executable and cannot install the add-in.
Can you help with this please?
mrrox

You might ask the university to update...it's free. I am going to ask the IT guys at the uni to update the package then. On another note, can this test be run manually by creating dummy variables and entering the equation into OLS estimation menu and comparing the stats to the critical values tabul...

Gareth and others, Is it possible to run Ziwot-Andrews unit root test manually in Eviews? I cannot export the add-in available for Eviews package as I have an older version. My uni has version 7 but I can gather that the add-in is only available for 7.1. Can you please confirm if I can run this test...

Hi Blanca,

I made a video which shows how to estimate a similar model to that of the paper you uploaded earlier.

watch the video here http://www.youtube.com/watch?v=NYZOXr-zWMA and leave comments so that I can improve it in the next video
mrrox

Hi every one I am using e-view 7. I like to estimate ECM by using Engle-Granger two step procedure or one step procedure. Can someone tell me the steps in e-view of Engle-Granger two step procedure or one step procedure. I am looking your help. with regards babul Hi, I will upload a video on my you...

Hi,

Can I send you the data using another way, like an email? It cost me a lot to get it

I've just sent you a private message. check your eviews inbox please.

Hi,
Your model suffers from the presence of heteroskedasticity.

Can you upload part of your data, not all. but include all your variables. I will run a model and upload a video on youtube tonight. or write instructions in a word doc.

Hi Blanca, Which paper are you referring to? I come across some papers who do not include t period values rather t-1 period values are used. But in Pesaran et a. (2001) I could see the t period values in their ARDL equation. Which software are you using? Also see Pesaran & Pesaran (1997) Microfi...

Hello Solarin, Many thanks for the hints. I copied the ECM equation from the short run coefficients estimation menu pasted it to the "Process"and made it a variable. I will now run the VECM and Granger causality tests on Eviews. Here is the video I made for others on how to estimate ARDL m...

Great! many thanks, I have used Microfit 4.0/4.1/5.0 to run ARDL approach to coint. All versions crash while estimating if you increase the lag to above 4. My data is monthly, thus I need to include at least 12 lags. My variables are lnip lnrop lncpi lnex . Here is my model: d(lnip) lnip(-1) lnrop(-...