TAR and MTAR's AIC/SIC

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anto2209
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Joined: Fri Mar 04, 2016 8:49 am

TAR and MTAR's AIC/SIC

Postby anto2209 » Fri Apr 15, 2016 5:06 am

Dear all,

I am estimating TAR and MTAR (with threshold=0 and consistent) for two prices.

My question is if it is possible to make Eviews displaying the value of the AIC/SIC for each model I estimated.

Thank you in advance,

Bests
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: TAR and MTAR's AIC/SIC

Postby trubador » Fri Apr 15, 2016 6:50 am

Yes, it is possible. However, as I really do not see any particular use of it, I do not think it would worth the time to modify the code. Information criteria are only used in the selection of appropriate lag length, so you can always get that information at the outset without the need to use the add-in.

And please post your questions regarding the estimation of threshold cointegration via tarcoint add-in here: http://forums.eviews.com/viewtopic.php?f=23&t=5604
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