Problem with lags in SETAR model

[EViews Rebecca]

If I understand you correctly, indicator(-1), indicator(-2), etc are your threshold regressors. Then you want, for example:

Dependent variable followed by list of threshold regressors:
indicator indicator(-1)

List of non-threshold regressors:
c

Threshold variable specification
1 4

This is all explained in the documentation.

[statistik123]

Yes, you are right!
I tried it the same way like in the documentation and you did. But with the same:

Dependent variable followed by list of threshold regressors:
indicator indicator(-1)

List of non-threshold regressors:
c

Threshold variable specification
1 4

I got also an error: Threshold variable lags must be positive integers.

[EViews Rebecca]

Are you saying you ran the above and got an error? What exactly did you enter?

[statistik123]

Yes, I ran the above and got errors. The strange thing is that the errors are different:

Threshold variable lags must be positive integers.
Specification leads to singular matrix in at least one sub-sample.

I enter exactly:

zewindicator zewindicator(-1)

c

1 4

...I don´t know. When this is the right equation maybe there is some mistake in the uploaded time serie. I will check it again! But good to know, that I understand the documentation right and that there is no mistake and I have to search somewhere else.