EViews.com

Thanks for the response,
Daniel

Dear EViews-Team When I perform a Johansen Cointegration Test for a VAR and the Trace od ME Test Statistic are much larger than the critical value, the p-value should be close to zero. Instead, I shows the Prob: 1.0000. The programm code I used, just as an example, was: wfcreate(wf=Koint) u 10000 sm...

I'm not quite sure what you expect to happen. EViews programs are computed line by line. Hi, thanks for the reply. Well I thought that EViews would automatically handle this. I mean, treating a vector as a series so that you dont need a for loop but only need to write y=alpha*y(-1) is a neat featur...

Hi all, I want to create three series that are dependent on each others past, as for simulating VAR-model or cointegrated data. I have the following code: workfile u 1000 smpl @all series common_root=0 series var1=0 'Just three variables var1, 2 and 3 series var2=0 series var3=0 smpl 2 @last common_...

Dear all, I am looking for the error of a GARCH-Model. More precisely: I estimated an AR(1) with GARCH(1,1) errors for stock market data. Now I wanted to plot the residuals of the model. To my surprise they still showed the same conditional heteroskedasticity as without the GARCH-modelling. So I gue...

Thanks a lot trubador!
That does the job.

(I combined it to save space scalar count = @sum(@elt(pwerte_05,0.05*@ones(!mcmax)))

Dear Members, I am having a presumably very common problem: Simulating a time series many times, then conducting a test, and then check how often the Null hypothesis was rejected. That way I can test the size and power of the test. At the end I store the p-values in a vector (not a series). I need t...