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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

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...

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

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

Dear
How can we estimate figarch processes using Eviews?
Thanks

Thank you very
JM

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

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

Thank you.
But here do I write this code?
(My final purpose is to use T (or E)GARCH models allowing structural breaks)
JM

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