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Dear I have to get kind comments and information again. I ran an E-G cointegration and got these results. --------------------------------------------------------------------------------------------------------- Null hypothesis: Series are not cointegrated Cointegrating equation deterministics: C @T...

Thank you, Starz,

I found that a stock returns could be fitted by ARMA model and determined.
By the way, what is C vector, do you mean covariance vector?
Could you kindly introduce me how to change C-vector?

Thank you very much!

HIS

Dear I am using version 10 of Eviews. I used GARCH-M estiamtion method and tried to estimate the volatilty model of stock returns. But I got this kind of error messages. Could you kindly le tme know what happens in the covariance? The main equation for stock returns is ARMA (2,2) with constant. And ...

Thank you Gareth. I thought that that was my problem. How can I make the exogenous data for the extended period using the estimated results is the next thing to do. Well, I have no good data to replace. Could you have some alternative suggestion for this case? What do people usually follow in order ...

Dear Gareth,

Could you check out wf1 attached?

Thank you.

HIS

Thank you for your kind reply. I tired to revise the sample period covering out of the sample. Then, I could get the graph for the extended period. But my problem is that the prediction for the extended period was not changing at all. I simply extended the period without doing anything and any new d...

Dear Gareth, Thank you very much for your kind reply. I got his kind of error message: Error in Sample: Attempt to set sample outside of workfile range. Structure/Resize (from \WORKFILE\PROC menu) can expand the workfile range. Actually, I tried to find the function of expand but nothing found. Coul...

Deal I am using eviews 10 version. My questions is about the impulse response function after cointegration estimation. I found one cointegration vector and ran VECM model and tried to estimate impulse response function. I expected that impulse response function under the case of cointegration would ...

Dear Folks, I am using eviews 10 version. I have tried to estimate the forecast after ARMA model estimation. My question is how to get the forecast estimation out of sample period, which will be a kind of real future forecast. But eviews told that forecast is not possible out of the sample period. F...

Dear Folks, This is a quite a long process to estimate the granger causality and impuse response after the Johansen cointegration results. My questions is this one; When we found one cointegrating relation between the data group, the next step is to keeping the cointegrating relation and produce the...

Thank you very much for your kind information.
I will look up to stata information and come back here again if I would have furthermore questions.

Have a nice day!

HIS

Thank you very much for your kind answer! I did following program as you mentioned and it worked nicely. series x0=log(sandp) group x1 c x0 stom(x1, x2) vector y = log(ford) vector b = @inverse(@transpose(x2)*x2)*@transpose(x2)*y show b series y1=log(ford) ls y1 c x0 By the way, I still have more qu...

Dear Folks, I've been trying to make a simple program to run a matrix form of OLS by using eviews. My problem is so simple but can't find answer by myself. That is, let's suppose there are a simple equation as below; y = c + b*x + u so, I have a data of x (small x - independent variable) now and try...

Thank you for your reply.
Well, stata provides a command to get a p-value of DW statistic.
The table for Dw is given and i guess eviews can also provide p-value.

HIS

Could anybody know how to calculate p-value for durbin watson statistics?
I 've been always wondering why eviews does not produce p-value for durbin watson statistic.

HIS