Search found 6 matches

by izunna
Thu Aug 10, 2017 2:44 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

Hi, I'm experiencing some problems using add-in for DCCGARCH(1,1) in Eviews 9. The problem is whenever I run the DCCGARCH(1,1), the eviews stops working. Someone on this platform suggested that I should run the AR model separately and provide the residuals as inputs for the return series in the DCC ...
by izunna
Tue Aug 08, 2017 7:54 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

Any chance you are running AR(1) model for the mean or using any other regressors? I have attached the screen shot of the test and what happens when I click on Ok. Ok, this is what has been discussed on here. The way I understood it is that you need to run your AR(1) model with other regressors bef...
by izunna
Mon Aug 07, 2017 7:56 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

Any chance you are running AR(1) model for the mean or using any other regressors? I have attached the screen shot of the test and what happens when I click on Ok. Ok, this is what has been discussed on here. The way I understood it is that you need to run your AR(1) model with other regressors bef...
by izunna
Mon Aug 07, 2017 4:26 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

Hi, I'm experiencing problem with DCCGARCH(1,1) add-in. I have install the DCCGARCH add-in to the add-in manager. However, any time I run the DCC(1,1) test, Eviews stops working. I'm using Eviews 9. Please does anyone have an idea of what I should do to get it running. Any chance you are running AR...
by izunna
Mon Aug 07, 2017 3:49 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

Hi, I'm experiencing problem with DCCGARCH(1,1) add-in. I have install the DCCGARCH add-in to the add-in manager. However, any time I run the DCC(1,1) test, Eviews stops working. I'm using Eviews 9. Please does anyone have an idea of what I should do to get it running. Any chance you are running AR...
by izunna
Sat Aug 05, 2017 11:41 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

Hi,

I'm experiencing problem with DCCGARCH(1,1) add-in. I have install the DCCGARCH add-in to the add-in manager. However, any time I run the DCC(1,1) test, Eviews stops working. I'm using Eviews 9. Please does anyone have an idea of what I should do to get it running.

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