Search found 16 matches

by ecomary
Wed Sep 25, 2013 4:14 am
Forum: Econometric Discussions
Topic: unit root & TAR model
Replies: 0
Views: 2300

unit root & TAR model

Hello
I want to estimate a TAR model. Can I do a usual ADF unit root or must I do a unit root with structural break? Pleas help me. Thank you very much.
Best regards.
by ecomary
Thu Sep 12, 2013 1:44 am
Forum: Estimation
Topic: asymmetric error correction & TAR
Replies: 1
Views: 3062

asymmetric error correction & TAR

Hello
How can I estimate asymmetric error correction by EViews (my work is about TAR model)? Does tarcoint do this? If no, which part of eviews exactly do this? Pleas help me. Thank you very much.
Best regards.
by ecomary
Mon Sep 02, 2013 8:57 am
Forum: Estimation
Topic: TAR model & asymmetric ECM
Replies: 14
Views: 20540

Re: TAR model & asymmetric ECM

Thank you very much for all your replies.
by ecomary
Mon Sep 02, 2013 6:39 am
Forum: Estimation
Topic: TAR model & asymmetric ECM
Replies: 14
Views: 20540

Re: TAR model & asymmetric ECM

dear trubador, I read that pdf in help of tarcoint, but I still have some questions and I am really sorry that I am bothering you again: I don't still know what I must write in endogenous and exogenous boxes when I want to estimate asymmetric ECM model. And what steps must I do for doing it by tarco...
by ecomary
Mon Sep 02, 2013 4:55 am
Forum: Estimation
Topic: TAR model & asymmetric ECM
Replies: 14
Views: 20540

Re: TAR model & asymmetric ECM

thank you so much dear trubador.
by ecomary
Sun Sep 01, 2013 10:33 pm
Forum: Estimation
Topic: TAR model & asymmetric ECM
Replies: 14
Views: 20540

TAR model & asymmetric ECM

Hello I want to estimate TAR & M-TAR model and do asymmetric ECM. I have added tarcoint in my EViews. But I don't know how I must do asymmetric ECM by tarcoint. What must I write as endogenous and exgenous variables? And what steps must I do for doing esymmetric ECM? and some other questions, wh...
by ecomary
Sat Aug 24, 2013 1:19 pm
Forum: Econometric Discussions
Topic: Unit root test ADF
Replies: 11
Views: 41077

Re: Unit root test ADF

pleas one person reply me. I realy need your reply.
by ecomary
Sat Aug 24, 2013 12:03 pm
Forum: Econometric Discussions
Topic: Unit root test ADF
Replies: 11
Views: 41077

Re: Unit root test ADF

Hello I read the dear bensamen's explanation. But I have a primary question from the first of explanation: How can I examin the @trand? Where can I find absolut critical valu of t-student to examin @trand? Can I examin it by its prob that is infront of it? And another question: in the books have wro...
by ecomary
Wed Aug 21, 2013 11:22 pm
Forum: Econometric Discussions
Topic: TAR & Data
Replies: 0
Views: 2647

TAR & Data

Hello I want to estimate TAR and M-TAR models. I could find my data just from 1986 to 2012 and the annual while my bace paper has used data from 1970 to 2011 and monthly and another paper has used the quarter. So what can I do for my data? Haw many data must I have at least? Do if I change my data t...
by ecomary
Wed Aug 21, 2013 7:19 am
Forum: Add-in Support
Topic: TAR & R & EViews
Replies: 7
Views: 10685

Re: TAR & R & EViews

Thank you very much fr your answer.
by ecomary
Tue Aug 20, 2013 5:30 pm
Forum: Add-in Support
Topic: TAR & R & EViews
Replies: 7
Views: 10685

Re: TAR & R & EViews

Dear EViews Gareth, Thanks for your answers and I am sarry asking you again, but I can't find that. Can you Email it for me or put it here for me or you explain for me yourslf how can I relate between R and Eviews step by step? I downloaded R from this site and I don't see any chapter. Thank you ver...
by ecomary
Tue Aug 20, 2013 11:18 am
Forum: Add-in Support
Topic: TAR & R & EViews
Replies: 7
Views: 10685

Re: TAR & R & EViews

Dear EViews Gareth, may be tell me where "the Command Reference on setting up R for use with EViews" is exactly? Or can you Email it for me or attach it here for me?
Thank you very much
Best regards
Mary
by ecomary
Tue Aug 20, 2013 9:50 am
Forum: Add-in Support
Topic: TAR & R & EViews
Replies: 7
Views: 10685

Re: TAR & R & EViews

Thank you very much for your answer.
by ecomary
Mon Aug 19, 2013 11:09 pm
Forum: Add-in Support
Topic: TAR & R & EViews
Replies: 7
Views: 10685

TAR & R & EViews

Hello I want to estimate TAR model by Eviews and I have installed "R" and "tsDyn", but when I start to estimate this model, an error come that you haven't installed "R". I don't know why this error come. And Must I do a special work to relate between Eviews and R (I hav...
by ecomary
Wed Jul 24, 2013 9:31 am
Forum: Econometric Discussions
Topic: TAR and M-TAR models
Replies: 2
Views: 5004

Re: TAR and M-TAR models

Thank you so much for your answers.
Best regsrds
Mary

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