Search found 3 matches
- Thu Nov 10, 2016 6:04 am
- Forum: Programming
- Topic: GARCH - Rolling Regression
- Replies: 1
- Views: 3456
GARCH - Rolling Regression
Hey there, I want to run a rolling regression for a GARCH(1,1), mean equation being an ARMA-Process. I use monthly data on US CPI from 1973.01 - 2015.12. I'm using EViews 9.5 Student Version. I executed following codes in chronological order: 'declare series to store the output series rf series volf...
- Wed Nov 09, 2016 3:20 pm
- Forum: Programming
- Topic: GARCH- rolling regressions
- Replies: 16
- Views: 24286
Re: GARCH- rolling regressions
Hey there, I want to run a rolling regression for a GARCH(1,1), mean equation being an ARMA-Process. I use monthly data on US CPI from 1973.01 - 2015.12. I'm using EViews 9.5 Student Version. I executed following codes in chronological order: 'declare series to store the output series rf series volf...
- Sat Oct 08, 2016 10:15 am
- Forum: Programming
- Topic: Divide one series into two
- Replies: 1
- Views: 2157
Divide one series into two
Hi, I have a time series with positive and negative values which I want to divide into two sperate ones. I want to generate one series with only all positive values (and all negative values being 0) and the other series to be only all negative values (all positive values being 0). For example: 1. 1 ...