"insufficient number of observations" - LSTAR

[mjtwar]

Hi,

I am trying to estimate a LSTAR model.

The simplest model specification is

Y = C(1) + C(2)*Y(-1) + (C(3) + C(4)*Y(-1))/(1+EXP(-C(5)*(Y(-1)-C(6))))
and it works.

But when I try to change one variable to:

Y = C(1) + C(2)*Y(-1) + (C(3) + C(4)*Y(-1))/(1+EXP(-C(5)*(regime(-1)-C(6))))

I get the error message "insufficient number of observations". Any ideas what might be the problem?
Also, it wouldn't let me fix the value of c(5) to 2.5....

Any ideas?

Thanks!

:ps. I am using Eviews6

[startz]

Your y variable is all NA.