What do I do wrong?
Posted: Fri Apr 24, 2015 5:05 pm
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Re: What do I do wrong?
Posted: Fri Apr 24, 2015 5:21 pm
You have no threshold regressors, yet you're specifying a threshold variable.
Re: What do I do wrong?
Posted: Fri Apr 24, 2015 6:39 pm
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Re: What do I do wrong?
Posted: 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:
- TAR example
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