Search found 10 matches

by jmanuel
Fri Apr 19, 2019 4:49 am
Forum: Estimation
Topic: arma-garch-M
Replies: 0
Views: 401

arma-garch-M

How can I estimate an ARMA(p,q)-GARCH-M" model in which the term Std Dev (or the variance) in the mean is (t-1) instead of being contemporary (t)?
Thanks
by jmanuel
Fri Apr 19, 2019 4:24 am
Forum: General Information and Tips and Tricks
Topic: Serial Correlation LM Test
Replies: 0
Views: 876

Serial Correlation LM Test

Hello I have the version 10 of EViews. Unexpected, when I select “View; Residual Diagnostics” to perform a Breusch-Godfrey test for serial correlation in the residuals as I usually do, the "Serial Correlation LM Test" option does not appears. Only the “ARCH LM Test” is present along with t...
by jmanuel
Wed Nov 30, 2016 4:46 am
Forum: Estimation
Topic: IGARCH
Replies: 1
Views: 964

IGARCH

Dear colleagues
I am using EVIEWS-9 to estimate an IGARCH model and I found that the “constant” is not included in the final output. I need to know the estimated value of this parameter.
I would be grateful if anyone could help me to solve this issue.
Thanks and regards
by jmanuel
Tue Nov 29, 2016 3:21 am
Forum: Estimation
Topic: FIGARCH#2
Replies: 0
Views: 871

FIGARCH#2

Dear
I apologize but I need to return to my last post…
I need to estimate a FIGARCH model and I do not know how can I do it using Eviews 9.
I’d be grateful for your help
Regards
JManuel
by jmanuel
Thu Nov 24, 2016 9:15 am
Forum: Estimation
Topic: FIGARCH
Replies: 0
Views: 1024

FIGARCH

Dear
How can we estimate figarch processes using Eviews?
Thanks
by jmanuel
Thu Oct 27, 2016 9:14 am
Forum: Estimation
Topic: Extending workfile range
Replies: 2
Views: 1227

Re: Extending workfile range

Thank you very
JM
by jmanuel
Wed Oct 26, 2016 11:54 am
Forum: Estimation
Topic: Extending workfile range
Replies: 2
Views: 1227

Extending workfile range

Dear …
I’m using EViews 9 and I need to extend my workfile range until T+k but I do not know how to do it in eviews. Could you help me?
Thanks
jmanuel
by jmanuel
Sat Jan 03, 2015 11:08 am
Forum: Add-in Support
Topic: fracdiff add-in
Replies: 1
Views: 1857

fracdiff add-in

Hi
I've just downloaded the fracdiff add-in but I'm unable to work with it. I don’t even know here to find it within eviews.
Can you help?
JM
Note: I'm using Eviews 7
by jmanuel
Fri Oct 31, 2014 9:07 am
Forum: Data Manipulation
Topic: Generate dummies
Replies: 4
Views: 1423

Re: Generate dummies

Thank you.
But here do I write this code?
(My final purpose is to use T (or E)GARCH models allowing structural breaks)
JM
by jmanuel
Fri Oct 31, 2014 8:39 am
Forum: Data Manipulation
Topic: Generate dummies
Replies: 4
Views: 1423

Generate dummies

Dear ..
I've just started using eviews and I need to generate dummies to perform unit root tests for my times series data.
My dummy is
D = 0 from 2000:01 to 2003:08
D=1 otherwise
I really do not know how to do it
Thank you so much
JManuel

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