EViews.com

Hi, i would like to ask if the following procedure is in general valid. What i want to do is to estimate a TVAR-like model but instead of using a single threshold for the whole system i would like to specify a threshold for every endogenous variable. So far so good, coming to eviews i created the fo...

thx gareth, works perfectly fine now. is there any possibility to calculate RMSE statistics like in the standard forecast window or do i have to calculate those by hand?

regards

no, thats what i also suspect why its not working.... the problem is that ind depends on y, so i would need the forecasts for y in order to get data for ind... do u have a small trick or roundabout for this problem? using AR(q) forecasts and use them to calculate ind seems a bit quick & dirty :P...

hi there, im trying to do some out-of-sample forecasts for my little SETAR-like model. series y = (gbpusd) series growth = dgbp scalar th = -0.04 series ind = (growth(-1)<th) equation test.ls y c ind*y(-1) (1-ind)*y(-1) the in-sample forecasts works perfectly fine, i already expanded the workfile bu...

Hi,

is there any way to use this addin for forecasting?