EViews.com

Dear all,

I am estimating TAR and MTAR (with threshold=0 and consistent) for two prices.

My question is if it is possible to make Eviews displaying the value of the AIC/SIC for each model I estimated.

Thank you in advance,

Bests

Yes, it is possible. However, as I really do not see any particular use of it, I do not think it would worth the time to modify the code. Information criteria are only used in the selection of appropriate lag length, so you can always get that information at the outset without the need to use the add-in.

And please post your questions regarding the estimation of threshold cointegration via tarcoint add-in here: http://forums.eviews.com/viewtopic.php?f=23&t=5604