Search found 3 matches

by saa
Sun Jan 12, 2020 9:12 am
Forum: Data Manipulation
Topic: negative values conversion to log
Replies: 7
Views: 14619

Re: negative values conversion to log

Hello, I have a series that contain both positive and negative numbers, but I need to turn this to Ln.
Can someone please tell me how to proceed?
by saa
Tue Jan 07, 2020 12:18 am
Forum: Estimation
Topic: Using Midas to estimate a Garch-Midas model
Replies: 10
Views: 7844

Re: Using Midas to estimate a Garch-Midas model

I need to run a midas regression also, and I am new on eviews and I do not have an econometric background. Can someone explain me how to interpret the results that we obtain through the regression?
by saa
Thu Jan 02, 2020 4:33 am
Forum: Econometric Discussions
Topic: Arch/garch
Replies: 1
Views: 2622

Arch/garch

I am using garch to model daily volatile data against economic data obtained quarterly. Can I use garch (1,2) or should I use midas? (do you have a link for me to better understand the process). I am new in using econometric but it is important for my study. When I am using garch to estimate another...

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