Search found 8 matches

by mkwazi
Wed Aug 09, 2017 3:44 am
Forum: Programming
Topic: operation series different size
Replies: 1
Views: 498

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&...
by mkwazi
Mon Jul 24, 2017 8:14 am
Forum: Econometric Discussions
Topic: structural breaks
Replies: 1
Views: 582

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 ...
by mkwazi
Mon Jul 24, 2017 7:33 am
Forum: Estimation
Topic: dummy variance equation garch
Replies: 1
Views: 693

Re: dummy variance equation garch

Hi, any comments about it?
thanks.
MS
by mkwazi
Tue Jul 18, 2017 11:54 pm
Forum: Estimation
Topic: dummy variance equation garch
Replies: 1
Views: 693

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...
by mkwazi
Sat Jul 15, 2017 9:24 am
Forum: Bug Reports
Topic: fail arch test > 1 lag program
Replies: 4
Views: 1059

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
by mkwazi
Sat Jul 15, 2017 6:06 am
Forum: Bug Reports
Topic: fail arch test > 1 lag program
Replies: 4
Views: 1059

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.

I await your comments.
Thanks
MS.
by mkwazi
Fri Jul 14, 2017 1:45 am
Forum: Bug Reports
Topic: fail arch test > 1 lag program
Replies: 4
Views: 1059

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...
by mkwazi
Thu Jul 13, 2017 9:21 am
Forum: Add-in Support
Topic: diebold and mariano test
Replies: 1
Views: 862

diebold and mariano test

Hi,

please I need support about DM test.

Could you please give me an example of how to use it? the add in folder does not have any workfile in order to replicate an example of the test.

many thanks,
MS

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