Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 8:46 am
You need to do more than just install R. Please refer to the EViews documentation for more details.
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Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 9:08 am
which documentation are you refer? When i do the download of the add-ins, there just refer that i have to install the Software R.
Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 9:11 am
The EViews 7 Command and Programming Reference, Chapter 7.
Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 9:57 am
so, have to write commands to estimate the TVAR in Eviews?? i ask you thgat because when i click in add-ins TVAR, it shows up a table when i have to put variables and lags and so on. I will be necessarily to write comamnds?! or only write top commands to open a connettion to R?
Thks
Thks
Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 9:58 am
No, you don't need to write any commands. You just need to have R installed and connected to EViews properly.
Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 10:06 am
Did you install statconnDCOM and rscproxy too?
Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 10:10 am
just one more thing :
is it possible to estimate a SBTVAR or SBVAR in Eviews??
thank your for your help
Yours sincerely,
Scalper
is it possible to estimate a SBTVAR or SBVAR in Eviews??
thank your for your help
Yours sincerely,
Scalper
Re: TVAR (Threshold VAR)
Posted: Thu Nov 10, 2011 10:13 am
If there is an R package that estimates them, and you are familiar with calling R routines from within EViews, then yes. But there is nothing currently built into EViews or available as an Add-in.
Re: TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 5:15 am
hello again 
i have tried to estimate the TVAR, but now, the message is " only an annual, quartely or monthly series object can be put into a R times series object".. but i have daily datas...so , i cant estimate the tvar model??!!
regards
i have tried to estimate the TVAR, but now, the message is " only an annual, quartely or monthly series object can be put into a R times series object".. but i have daily datas...so , i cant estimate the tvar model??!!
regards
Re: TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 7:29 am
the lags that i have to put are the lags of the VAR model??!! and de delay parameter, how do i know wich number that i have to put?
thanks
regards
Scalper
thanks
regards
Scalper
Re: TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 9:27 am
Try editing the Add-in code. The line that says:hello again
i have tried to estimate the TVAR, but now, the message is " only an annual, quartely or monthly series object can be put into a R times series object".. but i have daily datas...so , i cant estimate the tvar model??!!
regards
Code: Select all
xput(rtype=ts, name=g) {%g}
Code: Select all
xput(name=g) {%g}
Re: TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 12:23 pm
thank you.
i ran the TVAR, but the output doesnt show up the threshold value and the threshold variable either.
am i correct?!
regards
i ran the TVAR, but the output doesnt show up the threshold value and the threshold variable either.
am i correct?!
regards
TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 1:32 pm
Yep, unfortunately the R package doesn't return that.
Re: TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 2:42 pm
So, its impossibe to know the threshold value and the delay parameter??
How do i know that the threshold variable> thrshold value or vice versa...because i have to explicit in my thesis the delay parameter and the threhold value and variable...
Threfore, the % in each regime what it means? Its the % of the observations of the sample??
Regards
How do i know that the threshold variable> thrshold value or vice versa...because i have to explicit in my thesis the delay parameter and the threhold value and variable...
Threfore, the % in each regime what it means? Its the % of the observations of the sample??
Regards
TVAR (Threshold VAR)
Posted: Fri Nov 11, 2011 2:45 pm
It is the percentage in each subsample.