What do I do wrong?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Mariana
Posts: 2
Joined: Fri Apr 24, 2015 4:55 pm

What do I do wrong?

Postby Mariana » Fri Apr 24, 2015 5:05 pm

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Last edited by Mariana on Tue Jun 09, 2015 8:08 pm, edited 1 time in total.
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EViews Rebecca
EViews Developer
Posts: 113
Joined: Thu Apr 18, 2013 8:37 am

Re: What do I do wrong?

Postby EViews Rebecca » Fri Apr 24, 2015 5:21 pm

You have no threshold regressors, yet you're specifying a threshold variable.
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Mariana
Posts: 2
Joined: Fri Apr 24, 2015 4:55 pm

Re: What do I do wrong?

Postby Mariana » Fri Apr 24, 2015 6:39 pm

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Last edited by Mariana on Tue Jun 09, 2015 8:09 pm, edited 1 time in total.
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trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: What do I do wrong?

Postby trubador » Sat Apr 25, 2015 3:31 am

Z1 is just an example. Your threshold variable might well have a different name. In the model you posted it is the st series, which might be stored under a different name in your workfile. In order to find the appropriate lag, you need to enter it as multiple variables. Since you are building a quarterly model, four lags might suffice:
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TAR example
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