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true! I guess I have to get more used to eview, thanks for answering!

Dear eviews experts, Thanks fo the usefull information provided previously...I still have some questions. I am running an egarch model to determinate the volatility of an interest rate and I would like to include specific events dummies (I am using daily data and eviews 7). However, I am having a mu...

Hi, I'm new in financial econometrics and I am estimating an EGARCH model of the change of an interest rate (in the interbank market) using dummy variables and a set of control variables. When running my model I found out that one of my control variables (liquidity imbalances) in the Mean equation w...

Dear Gareth,
For some reason my dummy vars changed when expanding the sample period. I've have corrected them and the model is now working, thank you!

Yes, sorry for the late reply.

Dear users, I am having a similar problem obtaining the 'near singular error'. I'm estimating an EGARCH model of the change of an interest rate using calendar dummy variables, my objective is to compare my results using different subsamples, pre/post crisis. The model is working correctly when I use...

Thank you very much Gareth!

Hi, I recently started using eviews (v7) and I have a very basic question. I am using time series and I want to generate the sum of a number of variables. Why do I get different results when using the @sum command (I get the wrong result) than when typing the whole sum equation (e.i: A=b+c+d) when I...

Hi, My final goal is to make a joint significant test when using an EGARCH estimation. Given Eviews7 does not provide an F-stat, I want to program the estimation myself. I have only managed to calculate overall residual using the code below but what I want to apply is the F-test for 2 specific varia...

Thanks for the quick response Gareth. Is there any alternative to applying a joint significance test in EGARCH estimations? Is it possible to calculate it from scratch using the F-test formula [ (RSS1-RSS2/P2-P1)/RSS2/N-P2] ?

scalar f_p_value = 1 - @cfdist(eq01.@f, eq01.@ncoef-1, eq01.@regobs-eq01.@ncoef) Hi. I'm trying to calculate the F-stat in an EGARCH estimation using the code above however it is not working for me when using the specification below. Any idea of what should I do to calculate the F-stat using an EGA...

I found out how to do it. Here are the codes

'transforms vector into matrix:
matrix rmrl1= rmr_lags1

'transform matrix into series:
series rmrl1_series
group rmrl1_s
mtos(rmrl1, rmrl1_series )

Dear all, I am using Eviews 7 and a panel database of 13 countries for the period 1990q1-2009q2. How do I export a vectoR to excel? My final goal is to create a table but I dont know if it is possible to create a table with several vectors in Eviews. I tried converting a vector into a matrix so that...

Thanks for your answer Startz. The matching end was not pasted by mistake, sorry for this. I am aware the variable a_rer_gq is never NA. It is max_total the one which is equal to NA for the first half of the observations. So the eviews syntax I am missing is: series grwth_r replace grwth_r= max_t_in...

I enclose the database and program. What I want to do is: create grwth_r=max_total AND replace grwth_r=a_rer_gq when max_total is different than NA So, for the first half of the period grwth_r should be equal to a_rer_gq AND for the second half of the period it should be equal to max_total. Thanks f...