Hello
I am currently running a for loop with 1000 estimations, I would like to know if there is a way to skip an estimation by imposing certain conditions without it displaying an error message and stopping the program.
Thanks
Search found 74 matches
- Thu Aug 16, 2012 12:45 am
- Forum: Programming
- Topic: stop a program
- Replies: 1
- Views: 2670
- Thu Aug 09, 2012 5:44 am
- Forum: Programming
- Topic: create a menu
- Replies: 3
- Views: 3229
Re: create a menu
Can these functions be used in eviews 6?
- Thu Aug 09, 2012 5:21 am
- Forum: Programming
- Topic: accessing code
- Replies: 1
- Views: 2128
accessing code
Hello
I would like to know if there is a way to access the codes of programmes in eviews, for example the codes behind arch estimation.
Thanks
I would like to know if there is a way to access the codes of programmes in eviews, for example the codes behind arch estimation.
Thanks
- Wed Aug 01, 2012 3:22 am
- Forum: Programming
- Topic: egarch
- Replies: 4
- Views: 3803
Re: egarch
It is working now. Thanks
- Wed Aug 01, 2012 2:04 am
- Forum: Programming
- Topic: egarch
- Replies: 4
- Views: 3803
Re: egarch
I did try it but it is giving me the same error message :s
- Wed Aug 01, 2012 1:53 am
- Forum: Estimation
- Topic: error message
- Replies: 1
- Views: 2427
error message
While trying to access the coefficients after garch estimation, why do i keep getting the following error message:
4 is not a valid index for vector-series-coefficient in ...
Thanks
4 is not a valid index for vector-series-coefficient in ...
Thanks
- Wed Aug 01, 2012 12:20 am
- Forum: Programming
- Topic: igarch syntax
- Replies: 1
- Views: 2454
igarch syntax
What is the syntax for igarch estimation?
I tried
equation eq.arch(1, 1, integrated) ret c
but it is not working. It is estimating a GARCH model.
I tried
equation eq.arch(1, 1, integrated) ret c
but it is not working. It is estimating a GARCH model.
- Wed Aug 01, 2012 12:02 am
- Forum: Programming
- Topic: store information in excel
- Replies: 4
- Views: 4475
Re: store information in excel
I think I have got the answer, I just need to freeze the estimation result table and then access the p value
- Tue Jul 31, 2012 10:09 pm
- Forum: Programming
- Topic: store information in excel
- Replies: 4
- Views: 4475
Re: store information in excel
Hello
Thanks a lot for the answer. It has been very helpful. But I still cannot access the p value of the coefficients. Is there a function for it?
Thanks
Thanks a lot for the answer. It has been very helpful. But I still cannot access the p value of the coefficients. Is there a function for it?
Thanks
- Tue Jul 31, 2012 6:51 am
- Forum: Programming
- Topic: store information in excel
- Replies: 4
- Views: 4475
store information in excel
Hello, Given the following output after ARCH estimation, I would like to know if there is a way to store only the likelihood value, AIC, SC and HQ criteria in an excel spreadsheet so that after many such estimations, a comparison can be made? Dependent Variable: RETURNS Method: ML - ARCH Date: 07/11...
- Mon Jul 30, 2012 11:00 am
- Forum: Programming
- Topic: create a menu
- Replies: 3
- Views: 3229
create a menu
Is it possinle to creat a menu in eviews? Like for example, I am trying to write a programme such that the user has N possible choice, say N=4. Upon execution of the programme, the latter is asked for a choice so that entering number 1 will execute choice 1, number 2 executes choice 2 and so on. Tha...
- Mon Jul 30, 2012 9:30 am
- Forum: Econometric Discussions
- Topic: How to interpret GARCH output?
- Replies: 2
- Views: 7798
Re: How to interpret GARCH output?
Hello
Even I am getting the same message: failure to improve likelihood after ... iterations. Why is it so?
Even I am getting the same message: failure to improve likelihood after ... iterations. Why is it so?
- Sun Jul 29, 2012 4:35 am
- Forum: Programming
- Topic: egarch
- Replies: 4
- Views: 3803
egarch
Hello I am using eviews6. I would like to know how to access the fifth coefficient in an egarch estimation with constant mean equation. I have tried: !c8 = @coefs(5) but it is giving me the following error message: 5 is not a valid index for vector series coefficient in !c8 = @coefs(5). How can i co...
- Thu Jul 26, 2012 5:16 am
- Forum: Estimation
- Topic: garch estimation
- Replies: 6
- Views: 4963
Re: garch estimation
Sorry for late reply
The build date of eviews 7 : 7 Jan 2010
Could you please look into the matter and let me know asap
Thanks
The build date of eviews 7 : 7 Jan 2010
Could you please look into the matter and let me know asap
Thanks
- Fri Jul 20, 2012 10:50 pm
- Forum: Estimation
- Topic: garch estimation
- Replies: 6
- Views: 4963
Re: garch estimation
Here is the workfile, and the specification is mean : returns c ar(1) arch - m : stdev model : garch(1,1) error distribution: GED max iterations set to 10000 Build date of eviews 6 : Jun 3 2008 I will be able to provide you with the build date of eviews 7 in 2 day's time but I would like to know if ...