Positive and negative shock series in NARDL

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miharbi
Posts: 15
Joined: Mon Jun 06, 2016 5:39 pm

Positive and negative shock series in NARDL

Postby miharbi » Mon Sep 23, 2024 7:25 pm

Hi everyone,
In EViews 13, I would like to extract the independent variables' positive and negative shock series in a NARDL model. How can I do that?
Many thanks for considering my request.
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miharbi
Posts: 15
Joined: Mon Jun 06, 2016 5:39 pm

Re: Positive and negative shock series in NARDL

Postby miharbi » Wed Sep 25, 2024 7:47 pm

Reminder!
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EViews Mirza
Posts: 95
Joined: Sat Apr 22, 2017 8:23 pm

Re: Positive and negative shock series in NARDL

Postby EViews Mirza » Thu Sep 26, 2024 8:18 am

Hi there!

After running your ARDL regression, you can proceed to Proc/Make Regressor Group. This will generate all the regressors used in the estimation, including the NARDL series. Alternatively, you can use the @CUMDP, @CUMDN, @DCUMDP, and @DCUMDN to generate your own asymmetric series used in NARDL estimation. The documentation is here:

https://www.eviews.com/help/helpintro.h ... 3ww1215375
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miharbi
Posts: 15
Joined: Mon Jun 06, 2016 5:39 pm

Re: Positive and negative shock series in NARDL

Postby miharbi » Thu Sep 26, 2024 6:14 pm

Thank you for the helpful guidance and the documentation link! I appreciate your support 8).
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