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.
Search found 16 matches
- Wed Sep 25, 2013 4:14 am
- Forum: Econometric Discussions
- Topic: unit root & TAR model
- Replies: 0
- Views: 2300
- 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.
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.
- 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.
- 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...
- 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.
- 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...
- 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.
- 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...
- 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...
- 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.
- 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...
- 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
Thank you very much
Best regards
Mary
- 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.
- 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...
- 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
Best regsrds
Mary
