Search found 74 matches

by Nau2306
Thu Aug 16, 2012 12:45 am
Forum: Programming
Topic: stop a program
Replies: 1
Views: 2668

stop a program

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
by Nau2306
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?
by Nau2306
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
by Nau2306
Wed Aug 01, 2012 3:22 am
Forum: Programming
Topic: egarch
Replies: 4
Views: 3798

Re: egarch

It is working now. Thanks
by Nau2306
Wed Aug 01, 2012 2:04 am
Forum: Programming
Topic: egarch
Replies: 4
Views: 3798

Re: egarch

I did try it but it is giving me the same error message :s
by Nau2306
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
by Nau2306
Wed Aug 01, 2012 12:20 am
Forum: Programming
Topic: igarch syntax
Replies: 1
Views: 2453

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.
by Nau2306
Wed Aug 01, 2012 12:02 am
Forum: Programming
Topic: store information in excel
Replies: 4
Views: 4474

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 :)
by Nau2306
Tue Jul 31, 2012 10:09 pm
Forum: Programming
Topic: store information in excel
Replies: 4
Views: 4474

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
by Nau2306
Tue Jul 31, 2012 6:51 am
Forum: Programming
Topic: store information in excel
Replies: 4
Views: 4474

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...
by Nau2306
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...
by Nau2306
Mon Jul 30, 2012 9:30 am
Forum: Econometric Discussions
Topic: How to interpret GARCH output?
Replies: 2
Views: 7790

Re: How to interpret GARCH output?

Hello

Even I am getting the same message: failure to improve likelihood after ... iterations. Why is it so?
by Nau2306
Sun Jul 29, 2012 4:35 am
Forum: Programming
Topic: egarch
Replies: 4
Views: 3798

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...
by Nau2306
Thu Jul 26, 2012 5:16 am
Forum: Estimation
Topic: garch estimation
Replies: 6
Views: 4962

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
by Nau2306
Fri Jul 20, 2012 10:50 pm
Forum: Estimation
Topic: garch estimation
Replies: 6
Views: 4962

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 ...

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