Model stability
Posted: Tue Feb 09, 2016 2:57 pm
Hi,
Checking the stability of a model can be done directly (by checking the roots) or indirectly (via simulation).
To my understanding, only the latter approach is currently available in EViews.
The TROLL software, on the other hand, offers a command called LKROOTS, which checks the roots of a model and thus the model's stability.
It would be really good if EViews had a feature like LKROOTS for working with model objects. Could this possibility please be considered?
Cheers,
Graeme
Checking the stability of a model can be done directly (by checking the roots) or indirectly (via simulation).
To my understanding, only the latter approach is currently available in EViews.
The TROLL software, on the other hand, offers a command called LKROOTS, which checks the roots of a model and thus the model's stability.
It would be really good if EViews had a feature like LKROOTS for working with model objects. Could this possibility please be considered?
Cheers,
Graeme