Search found 18 matches
- Tue Mar 16, 2021 3:32 am
- Forum: Add-in Support
- Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
- Replies: 8
- Views: 22607
Re: DCC-(R)GARCH add-in
Actually, it depends. The matrix Q (the quasi-correlation) is guaranteed to be positive definite if both alpha and beta are all positive. Notice, that negative alpha may not be and issue due to the fact that in most cases beta is quite high and alpha is low, respectively. So depending on the situati...
- Tue Mar 02, 2021 2:47 am
- Forum: Add-in Support
- Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
- Replies: 8
- Views: 22607
Re: DCC-(R)GARCH add-in
Thank you for kind words. An example workile is attached. Simply, load the workfile (data_dcc_rgarch_example.wf1) and run the add-in. You may run GUI or the command line. The command line example: dcc_rgarch(dep="aapl_rt amd_rt google_rt ibm_rt intel_rt", model="rgarch", dep_high...
- Thu Feb 25, 2021 1:46 am
- Forum: Add-in Support
- Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
- Replies: 8
- Views: 22607
DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
This thread is about the dcc_rgarch add-in that estimates the DCC-Range-GARCH and DCC-GARCH models.
The documentation file attached below (also available in the add-in).
The documentation file attached below (also available in the add-in).
- Thu Nov 12, 2020 3:36 am
- Forum: Bug Reports
- Topic: @optiter - illegal name or reserved name
- Replies: 2
- Views: 12499
Re: @optiter - illegal name or reserved name
Thank you. That clarifies things.
- Tue Nov 10, 2020 4:49 am
- Forum: Bug Reports
- Topic: @optiter - illegal name or reserved name
- Replies: 2
- Views: 12499
@optiter - illegal name or reserved name
Dear EViews Team, I have encountered the following problem with @optiter function. I am using EViews 11 with the latest updates. EViews reports error when it is used within the optimize command: @optiter is an illegal name or reserved name. EViews manual provides the optimize command example where i...
- Sun Mar 06, 2011 2:19 pm
- Forum: General Information and Tips and Tricks
- Topic: Table views
- Replies: 9
- Views: 8789
Re: Table views
It works only partially, because tables extend at the maximum for about 26 rows and 8 columns.
- Sun Mar 06, 2011 12:05 pm
- Forum: General Information and Tips and Tricks
- Topic: Table views
- Replies: 9
- Views: 8789
Re: Table views
A simple example:
If you hit the run button you will see just few rows and columns of table named tab1. Is it possible to expand table in specific way by programming it?
Code: Select all
...
table tab1
....'some data inputed into tab1
show tab1
...
If you hit the run button you will see just few rows and columns of table named tab1. Is it possible to expand table in specific way by programming it?
- Sun Mar 06, 2011 9:55 am
- Forum: Suggestions and Requests
- Topic: Works list
- Replies: 2
- Views: 3720
Re: Works list
Ok, I understand. I'm looking forward to some information about new stuff.
- Sun Mar 06, 2011 9:50 am
- Forum: General Information and Tips and Tricks
- Topic: Table views
- Replies: 9
- Views: 8789
Table views
Hello,
Could someone tell me if there is a command to display table in user-specified way? What I mean, that there are visible specific number of rows and columns (for instance first 10 rows and columns). It is really annoying to extend tables every time I use them.
Thanks in advance
Could someone tell me if there is a command to display table in user-specified way? What I mean, that there are visible specific number of rows and columns (for instance first 10 rows and columns). It is really annoying to extend tables every time I use them.
Thanks in advance
- Thu Mar 03, 2011 5:29 am
- Forum: Suggestions and Requests
- Topic: Works list
- Replies: 2
- Views: 3720
Works list
Is it possible to post a list of things which are:
- in progress or almost done,
- to do,
- to look into,
- (probably) in the next version of Eviews.
It could be nice to know on what Eviews Team is working on.
- in progress or almost done,
- to do,
- to look into,
- (probably) in the next version of Eviews.
It could be nice to know on what Eviews Team is working on.
- Fri May 21, 2010 7:56 am
- Forum: Suggestions and Requests
- Topic: Optimization algorithms
- Replies: 4
- Views: 6293
Re: Optimization algorithms
Yes, the LogL object.
- Fri May 21, 2010 7:02 am
- Forum: Suggestions and Requests
- Topic: Optimization algorithms
- Replies: 4
- Views: 6293
Re: Optimization algorithms
I especially talk about likelihood functions. For instance to fit Skew Generalized Error Distribution (or other more sophisticated distribution) to data or implement this distribution to GARCH model, it isn't as simple as it should be. I mean that eviews has problem to find proper values of paramete...
- Thu May 20, 2010 4:37 am
- Forum: Suggestions and Requests
- Topic: Optimization algorithms
- Replies: 4
- Views: 6293
Optimization algorithms
Hello! Recently used optimization algorithms aren't the best. Possiblity to write your own function to optimize is very nice, but there are problems with initial values and convergence. I had lots of cases when eviews didn't find the solution because there was a problem with initial values or with c...
- Thu Aug 13, 2009 4:22 am
- Forum: Suggestions and Requests
- Topic: Debuger
- Replies: 2
- Views: 4244
Debuger
I think that debuger could be a nice and helpful tool. Something like Visual Basic Debug or Pascal Debuger.
- Tue Aug 11, 2009 3:50 am
- Forum: Suggestions and Requests
- Topic: Additional Computational Power
- Replies: 2
- Views: 5260
Re: Additional Computational Power
I agree that new and more powerful optimization methods need to be added to the newer version.