Search found 3 matches

by Jakem
Tue Oct 09, 2018 1:46 pm
Forum: Econometric Discussions
Topic: Negative resid(-1)^2 coefficient in Garch variance equation
Replies: 6
Views: 6915

Re: Negative resid(-1)^2 coefficient in Garch variance equation

Dear Eviews, I am using the dependent variable: LN(Returns) and independent variables: Standardized Announcements. My time series range from 2000-2017 thus volatility clustering is observed. When first performing an OLS it became clear that there was hetereoscedasticity. Ultimately performing a GARC...
by Jakem
Sat Oct 06, 2018 10:53 am
Forum: Data Manipulation
Topic: Plotting F distribution
Replies: 0
Views: 1114

Plotting F distribution

Dear Eviews forum,

How can I plot the empirical cumulative distribution (empirical CDF) against the theoretical distribution F?
I have included an example!

Thanks in advance
by Jakem
Wed May 23, 2018 8:29 am
Forum: Data Manipulation
Topic: Gaps in time series with N/a values-Macro Announcements/
Replies: 1
Views: 600

Gaps in time series with N/a values-Macro Announcements/

Dear Eviews forum, I want to research the effect of Chinese macro announcements (using the surprise effect) on the volatility of commodity prices (using an index). These macro announcements are published quarterly/monthly. Furthermore, I have calculated the daily volatility of the index price. Vol P...

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