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Hi, I'm experiencing problem with DCCGARCH(1,1) add-in. I have install the DCCGARCH add-in to the add-in manager. However, any time I run the DCC(1,1) test, Eviews stops working. I'm using Eviews 9. Please does anyone have an idea of what I should do to get it running. Any chance you are running AR...

I have a different problem with the add-in. I am trying to run a program with a large number of loops in Eviews 9.5. I've noticed that after 15 minutes of running a program file in the quiet mode Eviews shows an error message. One message was saying something like "!TODAY is not defined" a...

Hi, I'm experiencing problem with DCCGARCH(1,1) add-in. I have install the DCCGARCH add-in to the add-in manager. However, any time I run the DCC(1,1) test, Eviews stops working. I'm using Eviews 9. Please does anyone have an idea of what I should do to get it running. Any chance you are running AR...

Sounds like a coding error. Maybe. I am mostly adapting existing codes for my own needs, but it is strange.I am running 2-step DCC Garch regressions using one of the add-ins and it works fine for say 5-10 stocks (I started with 3 stocks and then increased it to 5 and then 10; all is estimated fine)...

Hi, I am trying to run a program with a large number of loops in Eviews 9.5. I've noticed that after 15 minutes of running a program file in quiet mode Eviews shows an error message. One message was saying something like "!TODAY is invalid" and the second one was "%TYPE" somethin...

Dear all, I am trying to collect dynamic conditional correlations for a large number of pairwise regressions. I thought to run a loop to change variables around, but struggled... Here is the example of what I am trying to do for a pair of two series: system mysys1 mysys1.append x1=c(1) mysys1.append...

Hi, I have 7 assets diagonal BEKK model with a single explanatory variable in the variance equation. The only specification that does not give me a message about the matrix being not PSD (either in constant or Explanatory variable) is when constant is diagonal and Explanatory variable is RANK ONE ma...

is there any way to program repetition of storing fitted values from a number of equations (say 100)? so after I ran 100 equations (eq{!i}) I would have 100 myfitted{!i} variables.

Thanks

The data example is attached. There are 12 interest rates (from 3months to 30 years). Together they represent a yield curve at each point in time. I would like to model the yield curve with two independent variables, say X1 and X2 using OLS. Then I would like to store a constant, beta1 and beta2 fro...

Hi, I have the time series for 12 interest rates (700 obs each maturity). I would like to estimate each set of interest rates (e.g. maturities from 1month to 120months, think of it as a term structure) as a function of 3 variables (which might NOT vary over time) for each point in time (e.g. as if i...