Search found 25 matches

by Itamar
Thu Oct 02, 2014 1:46 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Hi,

I fixed this problem in the new version of Rtadf (version 1.3). It should appear in EViews add-ins website within the next few days. If you wish, send me your email in a private message and I'll send you the installation file by mail.
by Itamar
Sun Sep 21, 2014 7:41 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Dear J, I believe what your asking for can be achieved fairly easily. All you need to do is add your choice of a confidence level (beta) to the simulation command line. The default beta is set to 95%. If instead, for example, you wish to set beta to 90%l, just add "beta=0.90" to the simula...
by Itamar
Sun Sep 07, 2014 4:54 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Hi, Forgive me if I wasn't clear. I'll try again: - 'gsadf' is the test statistics sequence. This is what PSY call the BSADF sequence. - 'gsadf_cv' is the corresponding critical values sequence of the BSADF at a chosen significance level (beta). - The starting point of a bubble period is marked as t...
by Itamar
Fri Sep 05, 2014 1:57 pm
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Dear Ioannis, 1. The 'gsadf' series is one of the output objects from the add-in. It is basically what Phillips et al. refer to as the BSADF sequence (ban naming, I know... I might fix it in the next update). 2. If you run the GSADF test with the simulation option checked, you sould get a series obj...
by Itamar
Wed Aug 27, 2014 4:55 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Hi, gsadf - This is the sequence of BSADF statistics. It is the Blue line in the graph. See the manual attached to the add-in for a definition. (Add-ins->Manage add-ins then point at 'rtadf' and click on 'Docs'.) gsadf_cv - This is the sequence of critical values. This sequence and the 'gsadf' are u...
by Itamar
Tue Apr 08, 2014 9:40 pm
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Hi I suspect it is due to a broken simulation, i.e., a simulation not completed. When this happens the cleanup of the temporary variables is not completed and this may cause this problem. A quick solution might be to start fresh - open a new workfile with the series in question and run the test agai...
by Itamar
Thu Apr 03, 2014 6:40 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

A new version of the rtadf add-in is now available at the EViews add-in webpage ( http://www.eviews.com/Addins/rtadf.aipz ) This version enables full automation of the test procedures via a command line and a new and detailed user guide. Here is an example for a program that uses the command line ca...
by Itamar
Tue Mar 18, 2014 4:25 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Ok, following Gareth's advice, I added a command option for the rtadf add in (in a quick and dirty way but it seems to work). Note that this is still experimental and it might have some bugs I missed. For it to work, you will need to replace the current rtadf.prg and rtadfsim.prg files which are in ...
by Itamar
Wed Mar 12, 2014 1:11 pm
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Thanks!
I hope I'll be able to do it soon enough...
by Itamar
Wed Mar 12, 2014 12:37 pm
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 173502

Re: rtadf

Actually, its on my to do list for this add-in. Gareth, can you please point me to a useful source on how to edit such a prompt command?

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