EViews Help: threshold

method=arg (default=“seqplus1”)	Threshold selection method: “seqplus1” (sequential tests of single versus thresholds), “seqall” (sequential test of all possible versus thresholds), “glob” (tests of global vs. no thresholds), “globplus1” (tests of versus globally determined thresholds), “globinfo” (information criteria evaluation)., “fixedseq” (fixed number of sequentially determined thresholds), “fixedglob” (fixed number of globally determined thresholds), “user” (user-specified thresholds)
nthresh=arg (default=1)	Number of thresholds for fixed number threshold selection methods.
select=arg	Sub-method setting (options depend on “method=”). (1) if “method=glob”: Sequential ("seq") (default), Highest significant ("high"), ("udmax"), ("wdmax"). (2) if “method=globinfo”: Schwarz criterion (“bic” or “sic”) (default), Liu-Wu-Zidek criterion (“lwz”).
trim=arg (default=5)	Trimming percentage for determining minimum segment size (5, 10, 15, 20, 25).
maxthresh=integer (default=5)	Maximum number of thresholds to allow (not applicable if “method=seqall”).
maxlevels=integer (default=5)	Maximum number of threshold levels to consider in sequential testing (applicable when “method=sequall”).
size=arg (default=5)	Test sizes for use in sequential determination and final test evaluation (10, 5, 2.5, 1) corresponding to 0.10, 0.05, 0.025, 0.01, respectively
heterr	Assume regimes specific error distributions in variance computation.
commondata	Assume a common distribution for the data across segments (only applicable if original equation is estimated with a robust covariance method, “heterr” is not specified).

smoothtrans=arg (default=“logistic”)	Smooth threshold transition function: “logistic” (logistic), “logistic2” (second-order logistic), “exponential” (exponential), “normal” (normal).
smoothstart=arg (default=“grid_conc”)	Smoth threshold starting value method: or fixed number threshold selection methods: “grid_conc” (grid search with concentrated regression coefficients”, “grid_zeros” (grid search with zero regression coefficients), “data” (data-based), “user” (user-specified using the contents of the coefficient vector in the workfile).
smoothst=arg	Sub-method setting (options depend on “method=”). (1) if “method=glob”: Sequential ("seq") (default), Highest significant ("high"), ("udmax"), ("wdmax"). (2) if “method=globinfo”: Schwarz criterion (“bic” or “sic”) (default), Liu-Wu-Zidek criterion (“lwz”).

w=arg	Weight series or expression.
wtype=arg (default=“istdev”)	Weight specification type: inverse standard deviation (“istdev”), inverse variance (“ivar”), standard deviation (“stdev”), variance (“var”).
wscale=arg	Weight scaling: EViews default (“eviews”), average (“avg”), none (“none”). The default setting depends upon the weight type: “eviews” if “wtype=istdev”, “avg” for all others.
cov=keyword	Covariance type (optional): “white” (White diagonal matrix), “hac” (Newey-West HAC).
nodf	Do not perform degree of freedom corrections in computing coefficient covariance matrix. The default is to use degree of freedom corrections.
covlag=arg (default=1)	Whitening lag specification: integer (user-specified lag value), “a” (automatic selection).
covinfosel=arg (default=“aic”)	Information criterion for automatic selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “lag=a”).
covmaxlag=integer	Maximum lag-length for automatic selection (optional) (if “lag=a”). The default is an observation-based maximum of .
covkern=arg (default=“bart”)	Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniel), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen).
covbw=arg (default=“fixednw”)	Kernel Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth).
covnwlag=integer	Newey-West lag-selection parameter for use in nonparametric kernel bandwidth selection (if “covbw=neweywest”).
covbwint	Use integer portion of bandwidth.
prompt	Force the dialog to appear from within a program.
p	Print basic estimation results.