On Sun, 2 Aug 2020, Dhanasekaran Kuppusamy wrote:
Thank you very much Prof.Allin.Ok.Prof. We can get the CUSUM or CUSUMSQ plot via the GUI. But my intention/ requirement is to graph CUSUM or CUSUMSQ via code to add in a script developed for Asymmetric Cointegration and Dynamic Multiplier in a Nonlinear Framework . Almost all the available studies on ARDL and NARDL used them in ARDL and NARDL Models Using stata or Eviews or R prog . Hence, I want to incorporate the CUSUM or --plot command and expect your --plot command shortly. Once again thanking you for your immediate response.
Back to the main point.In order to compute the two variants of the test, we internally compute the series of recursive residuals. By looking at the source code, I see that:
1) we're not using the most efficient algorithm for doing this (rank-1 update), but that's probably not a big issue
2) it shouldn't be difficult to provide that series after successful completion of the cusum command via a dollar accessor ($ruhat, maybe?).
------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------
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