What is the best way to get positive and negative cumulative components? and what are the conditions to get it?

14 February 2020 1 3K Report

Dear sir,

to run the asymmetric causality (see Hatemi-J, 2012) or the hidden co-integration what is is the best way to get positive and negative cumulative components and is there any conditions to do it because some times I can't get the series by eveiws code nor Hatemi program in Gauss

so any informations about the procedure?

Erica Clower

Hicham Ayad ,

I am currently working on developing a GAUSS library for all Hatemi-J code. It is not complete, yet. However, the raw code for the asymmetric causality test that you refer to is available in our GitHub repository at https://github.com/aptech/gauss-hatemij .

I would be happy to help you set this up to run with your data, if you send me a direct email.

Best regards,

Erica

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