## Search found 8 matches

Wed Aug 09, 2017 3:44 am
Forum: Programming
Topic: operation series different size
Replies: 1
Views: 594

### operation series different size

Hi there, I hope you are keeping well. I am sorry to bother you but really need help with this due to is the last part of my dissertation. I need to create a new serie "z" which is the difference between "x" and "y" series. However, the series "x" and "y&...
Mon Jul 24, 2017 8:14 am
Forum: Econometric Discussions
Topic: structural breaks
Replies: 1
Views: 786

### structural breaks

Hi there, I hope you are very well. I would like to know what test for detecting structural break is better. Bai Perron global structural break or Breakpoint unit root test Dickey Fuller test. Even though both test can give you a break date, in my opinion, as Dickey Fuller test can assess unit root ...
Mon Jul 24, 2017 7:33 am
Forum: Estimation
Topic: dummy variance equation garch
Replies: 1
Views: 878

### Re: dummy variance equation garch

thanks.
MS
Tue Jul 18, 2017 11:54 pm
Forum: Estimation
Topic: dummy variance equation garch
Replies: 1
Views: 878

### dummy variance equation garch

Hi there, I hope you are keeping well. I have tried to estimate a GARCH(1,1) with a dummy variable into the variance equation in the following way: R_V1 = C(1) + C(2)*DUMMY + [AR(1)=C(3)] GARCH = C(4) + C(5)*RESID(-1)^2 + C(6)*GARCH(-1) + C(7)*DUMMY*GARCH(-1) + C(8)*DUMMY*RESID(-1)^2 however, even t...
Sat Jul 15, 2017 9:24 am
Forum: Bug Reports
Topic: fail arch test > 1 lag program
Replies: 4
Views: 1304

### Re: fail arch test > 1 lag program

ok, thanks. the Syntax archtest(options) es without space, which seems some different to the example. http://www.eviews.com/help/helpintro.ht ... htest.html

Regards,
MS
Sat Jul 15, 2017 6:06 am
Forum: Bug Reports
Topic: fail arch test > 1 lag program
Replies: 4
Views: 1304

### Re: fail arch test > 1 lag program

Hi, thanks for your response. However, I does not work. please check a couple of lines of mi code. attached.

I insist that the code not force to the lag dialog to put lag>1. Please correct me If I am wrong.

Thanks
MS.
Fri Jul 14, 2017 1:45 am
Forum: Bug Reports
Topic: fail arch test > 1 lag program
Replies: 4
Views: 1304

### fail arch test > 1 lag program

Hi there, I hope you are keeping well. Just I would like to mention that I am using eviews 9.5 and when I wrote a code and I tried to do an arch test with more than 1lag it was not possible. The output is by default 1 lag. The execution program does not recognize this command, for example--> eq1.arc...
Thu Jul 13, 2017 9:21 am
Topic: diebold and mariano test
Replies: 1
Views: 1813

Hi,