Search found 3 matches
- Tue Oct 09, 2018 1:46 pm
- Forum: Econometric Discussions
- Topic: Negative resid(-1)^2 coefficient in Garch variance equation
- Replies: 6
- Views: 14017
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...
- Sat Oct 06, 2018 10:53 am
- Forum: Data Manipulation
- Topic: Plotting F distribution
- Replies: 0
- Views: 3203
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
How can I plot the empirical cumulative distribution (empirical CDF) against the theoretical distribution F?
I have included an example!
Thanks in advance
- Wed May 23, 2018 8:29 am
- Forum: Data Manipulation
- Topic: Gaps in time series with N/a values-Macro Announcements/
- Replies: 1
- Views: 2937
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...