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Dear trubador,
I searched but I couldnt fix my problem.
please help me to spesify this model correctly. and solve this my problem
thanks

I have seen that post, but when I use this program for estimating, the information for std error-z statistics-prob is NA.

@signal y = c(1) + ar1*y(-1) + ar2*y(-2) + [var=exp(c(2))]
@state ar1 = ar1(-1) + [var=exp(c(3))]
@state ar2 = ar2(-1) + var=exp(c(4))]

the result file attached

Hi
I have to estimate a time varying AR(2)
R(t)=b0(t)+b1*R(t-1)+b2*R(t-2)+e(t)
b1(t)=b1(t-1)+u1(t)
b2(t)=b2(t-1)+u2(t)
how can I define my state space model in eviews?
Thanks

but it is garch not garch-m!
it doesnt make any difference?

dear eviews users,
how can I estimate tvp-garch(1,1) with eviews?

thanks in advance

sorry, but after updating it needs registration ! and my Eviews does not open any more
I can not register
please help me

may 12 2010

I appriciate your help and your answer
then the problem is for my eviews software, that does not work well!
what should I do? would it be possible to send me your eviews please?
maryam.eco65@yahoo.com

thanks too much

maybe the problem is for my eviews! not the tests and workfile
i used different eviews7, bur maybe they are not original

the RETURN is log dif of TEPIX

my number of periods are for example 2 4 8 16 or 2 5 10 30
they are integer values greater than 1, but why eviews7 sends this error?

such a great help.......!!!!!!


this error is also exist for runnig example files according eviews user guide!
if it is possible please help more

Hi Dear Eviews users, I have a problem in eviews7 for variance ratio test. Because it always sends me this error: Illegal specification for the user-specified number of periods(must be a uniqe set of integer values greater than 1) What should I do? It would be grateful if you could help me. Thanks i...

My email address is maryam.eco65@yahoo.com
if anyone knows the answer, I will appriciate If he/she send it to me.
best regards,

Dear trubador, Thanks for your answer, but I need more complete answer. It is so important for me. Please introduce me a way or software for estimation. Or how can linearize my model? Or how can I use extended kalman filter and particle filter? I really need help .because I am new user of Eviwes and...

Dear Eviews Users, I need to estimate the following equation: Rt=B0t+B1*Rt-1+B2*Rt-2+dht+et ht=a0+a1*ht-1+a2*ht-2+a3*e^2t-1 GARCH(1,2) B1t=B1t-1+v1t B2t=B2t-1+v2t I think it is a Kalman filter with the GARCH-M model. How can I estimate it? And with which softwares? Is it possible using Eviews for es...