ARDL: Stability diagnostics - CUSUM and CUSUM square tests

[Kim Hien]

Hi there,
I am running an ARDL model. As conducting CUSUM test and CUSUM square test, I dont know why these test only gave results for a smaller sample size. For example, my sample size is from 1990-2014 but these tests only give graphs for 2013-2014.
In another check, my sample size is from 1970-2014 but the tests only give graphs for 1975-2011.
Please help me with this matter. I really appreciate any advice on this.

[EViews Gareth]

Could you provide the workfile?

[CVT483]

Hey there,

eventhough I'm working with a VECM i have the same problem. My sample is from Q1 2003 till Q1 2016, but in the CUSUM-tests it only shows a sample form Q3 2009 till Q1 2016... Thanks for any help in advance!

[Miftahu Idris]

Hi, everyone.
I am running an ARDL model with CUSUM and CUSUMSQ stability tests, but I encountered an estimation problem. My result for CUSUM test is significant, but CUSUMSQ is not. Please help and advice me on what to do to ensure that my CUSUMSQ is also significant.
Thanks, in anticipation for your kind response and assistance.
Best wishes.

[Zwangu]

Hi there, how did you resolve this?

Hi there,
I am running an ARDL model. As conducting CUSUM test and CUSUM square test, I dont know why these test only gave results for a smaller sample size. For example, my sample size is from 1990-2014 but these tests only give graphs for 2013-2014.
In another check, my sample size is from 1970-2014 but the tests only give graphs for 1975-2011.
Please help me with this matter. I really appreciate any advice on this.