thank you TomDoan. But I though that the TSAY test it was only to determinate the delay paremeter.
how can i determinate the threshold Variable=??
Therefore, i can´t import my xls files to RATS and run the codes either. I dont know why. could you help me?
Thank you very much
yours sincerely,
Search found 2 matches
- Mon Oct 24, 2011 2:02 pm
- Forum: Structural Breaks and Switching Models
- Topic: TVAR model
- Replies: 3
- Views: 6725
- Sun Oct 23, 2011 11:25 am
- Forum: Structural Breaks and Switching Models
- Topic: TVAR model
- Replies: 3
- Views: 6725
TVAR model
Hello, I am estimating a TVAR model for my PHd Thesis, but i have some doubts, mainly, in apply the commands in RATS. I´ve never used it before. Firstly, how can i know which variable is the threshold variable?! Through a Test Tsay? Secondly, for the calculating of threshold Value, we use which meth...