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Can someone tell me where in the Eviews User Guide I can learn more about modeling volatility?

Can someone tell me if there is a setting I can change when I creaste a Dynamic forecast to capture the volatility of a series? I have uses an ARMA(1,1) to model the series attached (it is daily data) but the forecast just gives me this straight line. I see a Static forecast is more realistic, but I...

Does anyone know if there is a way to use the Static Forecast option for multiple periods forward? When I use teh Dynamic option I get a forecast that does not make sense, but when I use the Static option the Forecast is more realistic.

Does anyone know how to get messages to send that have been sitting in your Outbox for long periods of time and never seemed to get sent?

Does anyone know why there is no Make Model option under Proc when you are estimating a GARCH Model? Also, when you are making a model that is both Stochastic and Static is there a way to get Eviews to forecast multiple periods forward rather than just one period at a time?

Can someone tell me exactly how I can interpret the Standard Deviation output from a GARCH model (attached)? Is that an annualized Standard Deviaition? Also, is there a way to get the output in a table?

I am trying to model and forecast some quity indices using daily data. I woudl think when I create the model I want to use the Static option (as equity returns I believe will be independent of time, so using the Dynamic option would not seem to make sense). I am not quite as sure about the Determini...

Does anyone know how to pull the volatility forecast from a GARCH into a table? Also, if I want to get what the average volatility is assumed to be by the model do I just use the last data point of the GARCH forecast or do i use teh average using all data points over the forecast period?

I am trying to Forecast an ARMA model using daily data going out one year (250 data points). I want to use the Static forecast, but it appears as though I have to run the model and forecast one dy at a time. Is there a way around that? When I use the Dynamic option that just sems to extrapolate a st...

I am trying to forecast the LIBOR-OIS rate using monthly data going back to 2003. The SIC seems to suggest an ARMA(1,0) or ARMA(1,1). I have tried various models, and they consistently show the rate turning negative. I think it's a possibility, but highly unlikely. Is there a way to put a lower boun...

Does anyone know how to make this output come out in one work file on one line only? I get multiple workfiles with a whole row of data. smpl 1999M12 2009M12 equation model11.ls cncl c unemp(-1) hpi(-1) equation model22.ls cncl c unemp(-2) hpi(-2) equation model33.ls cncl c unemp(-3) hpi(-3) equation...

Does anyone know if there is a test to determine whether it is best to model a solution in a VAR model as Dynamic or Static? I am modeling some interest rates. I seem to come up with the same forecast for short term rates, but for long term rates the models give me significantly different forecasts....

Does anyone know if there is a way to set the sample size within a program? I have a program set up that calculates the AIC and SIC for various ARMA models, but I believe I need to shorten the sample (from the start) so that the AIC and SIC will be comparable with the degrees of freedom. My program ...

Doe anyone know what it means when you run an ARMA and no values populate for the standard error, t-statistic and probability? I use the AIC and SIC and they both select an ARMA(4,3). When I run the model none of those values show up. I don't think its the size (when I add a fourth MA term I get tho...

Does anyone know how to lag the Cointegrating Equation in a VECM?