EViews.com

Dear guys,

I am new in Eviews programming. One of my friends sent me this code to run TAR threshold grid search (Enders-Siklos (2001)) together with EVIEWS file. I have tried to run the code, but it gives me an error (insufficient number of observations). Anyone could help me to solve this problem? I send you the database and the code. Thank you.

That's because the code is incomplete. The problem arises from the series "spread_sort". I think, the dependent variable (i.e. spread) has to be sorted prior to the estimation in order to generate an exogenous variable (i.e. tau).