Search found 8 matches
- Wed Aug 09, 2017 3:44 am
- Forum: Programming
- Topic: operation series different size
- Replies: 1
- Views: 2155
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: 2522
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: 2577
Re: dummy variance equation garch
Hi, any comments about it?
thanks.
MS
thanks.
MS
- Tue Jul 18, 2017 11:54 pm
- Forum: Estimation
- Topic: dummy variance equation garch
- Replies: 1
- Views: 2577
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: 5110
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
Regards,
MS
- Sat Jul 15, 2017 6:06 am
- Forum: Bug Reports
- Topic: fail arch test > 1 lag program
- Replies: 4
- Views: 5110
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.
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.
- Fri Jul 14, 2017 1:45 am
- Forum: Bug Reports
- Topic: fail arch test > 1 lag program
- Replies: 4
- Views: 5110
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
- Forum: Add-in Support
- Topic: diebold and mariano test
- Replies: 1
- Views: 4697
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
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