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Corner table for transfer function model identification
Posted: Thu Jan 29, 2015 9:04 am
by laac
A useful addition to eviews would be to produce the corner table proposed by Liu and Hanssens (1982) and Tsay (1985) in order to identify the order of transfer function models.
Re: Corner table for transfer function model identification
Posted: Thu Jan 29, 2015 9:18 am
by EViews Gareth
Thanks.
Re: Corner table for transfer function model identification
Posted: Wed Feb 18, 2015 2:54 pm
by laac
Does "thanks" means you are going to include it in eviews 9?
Re: Corner table for transfer function model identification
Posted: Wed Feb 18, 2015 2:56 pm
by EViews Gareth
No - we're too close to release to incorporate large features like that.