Dear guys,
I am new in Eviews programming. One of my friends sent me this code to run TAR threshold grid search (Enders-Siklos (2001)) together with EVIEWS file. I have tried to run the code, but it gives me an error (insufficient number of observations). Anyone could help me to solve this problem? I send you the database and the code. Thank you.
Threshold grid search
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Threshold grid search
- Attachments
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- enders_granger.prg
- Code
- (336 Bytes) Downloaded 346 times
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- spread_file.WF1
- Eviews file
- (18.24 KiB) Downloaded 238 times
Re: Threshold grid search
That's because the code is incomplete. The problem arises from the series "spread_sort". I think, the dependent variable (i.e. spread) has to be sorted prior to the estimation in order to generate an exogenous variable (i.e. tau).
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