Search found 3 matches
Search found 3 matches • Page 1 of 1
- Tue Aug 09, 2016 3:13 pm
- Forum: Programming
- Topic: problem with dcc garch results
- Replies: 0
- Views: 1295
I ran the dcc garch model by using add-in from a computer in university. The results were fine. After that I used my eviews demo version from my laptop to run the same dcc garch model (exactly the same). But the result were a bit weird. Could you guys tell me whats wrong about it? The first pic was ...
- Tue Jul 26, 2016 3:49 pm
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 79
- Views: 101659
Dear members, after i used dcc garch code as provided, my theta (t1) is negative and p-value is more than 0.05. I think there was something wrong. Could you guys guide me how to deal with it. Thank you so much.