TARcoint

[hsmellin]

Hi,

I am looking to use the adds in tarcoint in order to determine whether there is threshold cointegration from a money demand equilibrium relationship log(m-p) = c + log(gdp) + r + e.
Two questions:

1. Can i treat all variables except the constant as endogenous since there needs to be at least 2 endogenous series?
2. When examining the output, is the F-equal is testing whether rho1 = rho2? and F-Joint (phi) is testing whether rho1 = rho2 = 0?

Thanks,
Mike

[trubador]

Yes, you got it all right.

[hsmellin]

Thanks! Thought I was correct!

Best,

Mike