Page 1 of 1
Save threshold value
Posted: Thu Aug 11, 2016 12:40 pm
by wxhdiy01
Hi! I'm running a threshold model (Max breaks set to be 1) in Eviews, and want generate a new series with all observations equal to the value of the threshold calculated in the model. Is there a command that can automatically do this? Many thanks!
Re: Save threshold value
Posted: Thu Aug 11, 2016 2:30 pm
by EViews Rebecca
Do you mean
Code: Select all
series new = equation.@thresholds(1)
Re: Save threshold value
Posted: Mon Aug 15, 2016 6:13 am
by wxhdiy01
Thanks for the reply! I tried the code but it returns "1 is not a valid index for vector-series-coefficient in
"SERIES NEW = TAR_FA_PORT_IN_GDP.@THRESHOLDS(1)"
I just want to know how to retrieve results from a threshold estimation in general. For example, if it's a self-exciting model, the threshold selected is y(-2), the value is 0.02, the lag length is 7, is there command to automatically store these information? The AIC of the estimated model can be retrieved by using @aic, and I'm looking for some similar command. Thanks!
Re: Save threshold value
Posted: Mon Aug 15, 2016 8:38 am
by EViews Gareth
If no thresholds were estimated, that error can occur.
Re: Save threshold value
Posted: Mon Aug 15, 2016 12:11 pm
by wxhdiy01
Thanks, but the estimated equation has a threshold... Let me think more about it, thanks for the help!