ARDL: Stability diagnostics - CUSUM and CUSUM square tests

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Kim Hien
Posts: 1
Joined: Tue May 24, 2016 2:23 am

ARDL: Stability diagnostics - CUSUM and CUSUM square tests

Postby Kim Hien » Tue May 24, 2016 2:30 am

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
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Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL: Stability diagnostics - CUSUM and CUSUM square tes

Postby EViews Gareth » Tue May 24, 2016 1:12 pm

Could you provide the workfile?
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CVT483
Posts: 1
Joined: Mon Oct 24, 2016 11:37 am

Re: ARDL: Stability diagnostics - CUSUM and CUSUM square tests

Postby CVT483 » Mon Oct 24, 2016 11:43 am

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
Posts: 1
Joined: Tue Jan 17, 2017 7:40 am

Re: ARDL: Stability diagnostics - CUSUM and CUSUM square tests

Postby Miftahu Idris » Thu Jan 19, 2017 5:37 am

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
Posts: 3
Joined: Fri Jun 03, 2022 9:09 am

Re: ARDL: Stability diagnostics - CUSUM and CUSUM square tests

Postby Zwangu » Tue Jul 26, 2022 4:58 am

Hi there, how did you resolve this?

Kim Hien wrote: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.


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