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hey everybody

i have a problem with the estimation in setar model in eviews 9. i want to estimate a univariate time serie with only one dependend variable. but every time when i enter a lag to the equation there is a error message.
can anybody help me?

How are you specifying the lag, and what is the error?

It is hard to say what you're doing wrong if we don't know what you're doing

i have one time series and to see which delay parameter, threshold parameter, regimes und lags i take, i want to try different combinations and check which one minimizes the AIC.
So i have the dependend variable from my time serie and first want to create 1-4 lags with -1 to -4.

error messages like:

Near singular matrix error. Regressors may be perfectly collinear.

or

1TO is not defined.

but i don´t know, what i have to change cause i´m new with eviews ;)

Just enter "1 4" without the quotes.

It´s the same. When I wrote the dependent variable without space: (dependent variable1 4) then there is the error: REGIME_11 is not defined.

When i wrote it with space (dependent variable 1 4) then the error is: Near singular matrix

I entered it without quotes like:

dependentvariable 1 4

but it doesn´t work...

Don't enter dependentvariable.

Number of unique values of the threshold variable 1 are less
than the maximum number of thresholds requested.

I don´t get it...

I think you have two options, you can either read through the documentation properly:
http://www.eviews.com/help/helpintro.ht ... .3.html%23
https://www.youtube.com/watch?v=tLuE0oMAQ_o

Or you can give precise, full details on exactly what you have done so that we are able to tell what you've done wrong.

Okay, generally I have to create a forecast from a nonlinear, univariate time series.
Therefore I have only one time serie from an financial indicator which is my dependent variable.

I start with the estiation of a SETAR model and have to test which variables (delay, threshold, lags) create the best model (which minimizes AIC).
At the beginning I try for example the delay from 1 to 4 and lags from 1 to 4, so I have 16 different combinations and I also split my variable in two regimes (Regime1 and Regime2).

But no matter what lag combinations I enter, there is a error. I think there is something wrong in the Equation specification.

I tried different combintions, but what is wrong when I try it like:

Dependent variable followed by list of threshold regressors:
indicator 1 4
List of non-threshold regressors:
c
Threshold variable specification
2

What are your threshold regressors (what are the variable names)?

it´s the same like the delay and lags. in every estimation i have to assume a threshold variable and check which one minimizes the AIC (thats the procedure which my prof preferes).

What are the variable names of your threshold regressors? Are you trying to test all delays from 1 to 4, or one at a time? You indicate both in your previous posts.

I have no names of threshold regressors, I only have the name of my variable (indicator) and regime1 and regime2 as the split of my dependent variable. I try to test all delays from 1 to 4, but each in every estimation. So in my first estimation, the delay is 1. In the second the delay is 2 and so on.

Sorry for the confusions :)