Hello, I am running this model, it gives this warning (G0159 : Wrong number of parameters [RALSLM_breaks.e, line 42])
new;
cls;
library tspdlib;
// Load date file
y = loadd(__FILE_DIR $+ "TSe.dat");
/*
**model
*/
model=2;
/*
**Number of breaks
*/
nbreaks = 2 ;
/*
** Maximum number of lags for ds;
** 0=no lags
*/
pmax = 12;
/*
** Information Criterion:
** 1=Akaike;
** 2=Schwarz;
** 3=t-stat sign.
*/
ic = 3;
/*
** Optional, trimming rate;
** Default = 10% trimmage
*/
trimm = 10;
format /m1 /rd 8,4;
"RALSLM";
{ LM_min, tb, p, cv_lm, RALS_lm, p2, cv_ralslm } = RALSLM(y, model, nbreaks, pmax, ic, trimm);
" LM_min ";; LM_min;
" tb ";; nbreaks;
" p ";; p;
" cv_lm ";; cv_lm;
" RALS-LM stat ";; RALS_lm;
" p2 ";; p2;
" CV (1%, 5%, 10%) ";;cv_ralslm;
"";
1 Answer
0
Hello,
The issue is that you are using the ralslm
procedure. To run the model including breaks, you will need to use the rals_lm_break
procedure. An example using the rals_lm_break
procedure is available in the GitHub repository and can be downloaded here.
Your Answer
1 Answer
Hello,
The issue is that you are using the ralslm
procedure. To run the model including breaks, you will need to use the rals_lm_break
procedure. An example using the rals_lm_break
procedure is available in the GitHub repository and can be downloaded here.