Search found 4 matches

by fariz888
Thu Aug 11, 2011 4:07 am
Forum: Add-in Support
Topic: Roll (Rolling Regression)
Replies: 42
Views: 113838

Re: Roll (Rolling Regression)

Hi guys,

How to see stored coefficient after running roll add in? (in a table or matrix form)

thanks in advance
by fariz888
Wed Aug 10, 2011 7:27 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 3181885

Re: Basic Rolling Regression

Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...
by fariz888
Tue Aug 09, 2011 3:53 am
Forum: Programming
Topic: Rolling GARCH and higher moments
Replies: 0
Views: 3335

Rolling GARCH and higher moments

Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...
by fariz888
Mon Aug 08, 2011 4:24 pm
Forum: Programming
Topic: Rolling GARCH with forecasting
Replies: 26
Views: 65665

Re: Rolling GARCH with forecasting

Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...

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