Dear all, please can anyone help me with how to create the threshold variable array in the Matlab tvarx tool box by Gabriel Bruneau..I have tried all so many ways but I kept getting an error..
Please visit the following link below
https://sites.google.com/site/bruneaugabriel/my-matlab-toolboxes
Thanks Adnan, that's the site I downloaded it, but my problem is how to create the treshold variables parameter in the estimation..
http://www.eviews.com/help/helpintro.html#page/content/tar-Threshold_Estimation_in_EViews.html
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