Thank you very much Trubador!! It seems that variable was really the issue...i just omitted it from the test. Thanks again. ^^ :D
AKN
Search found 2 matches
- Tue Aug 27, 2013 8:51 am
- Forum: Programming
- Topic: Gregory-Hansen Cointegration test error
- Replies: 2
- Views: 2419
- Sat Aug 17, 2013 3:49 pm
- Forum: Programming
- Topic: Gregory-Hansen Cointegration test error
- Replies: 2
- Views: 2419
Gregory-Hansen Cointegration test error
Hi, I would really appreciate it if any expert or any one who has tried this could help me out. So I found the G-H code by trubador and applied it to my data. I was able to run the test for the level shift model and the level shift with trend model. However, when I attempted to run it for the regime...