I made
%ARCHstring = "!i"
and got some results. I think this is correct solution.
thank you very much
Search found 6 matches
- Thu Jun 28, 2012 10:37 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149287
- Thu Jun 28, 2012 2:08 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149287
Re: Automatic ARMA selection
Sorry it may be very easy or basic for you but the situation is different for me. If it is possible may I ask the solution to get the correct specification if it is not a problem for you?
Thank you very much.
Thank you very much.
- Thu Jun 28, 2012 1:45 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149287
Re: Automatic ARMA selection
Dear Gareth, I donot have any programing experience, I just try to use my logic and adopt your program, so I think the syntax is presented at the line “ ‘estimate equation” (?). If so, it should be like this, equation {%eqname}.ARCH({%ARCHstring}, {%GARCHstring}, egarch) {%dep} {%regs} so I think ea...
- Thu Jun 28, 2012 10:43 am
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149287
Re: Automatic ARMA selection
'Program that calculates the "best" EGARCH specification %eqname = "EQ02" 'name of equation object that will be used. %maxARCH = "9" 'maximum number of ARCH terms %maxGARCH = "9" 'maximum number of GARCH terms %dep = "dow1" 'dependent variable %regs ...
- Wed Jun 27, 2012 12:13 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149287
Re: Automatic ARMA selection
Thank you,
can you please show me a way to correct that syntax for ARCH/GARCH?
can you please show me a way to correct that syntax for ARCH/GARCH?
- Wed Jun 27, 2012 8:20 am
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149287
Re: Automatic ARMA selection
Hi,
can we find the best EGARCH model after we find the best ARMA model by the above program?
can we find the best EGARCH model after we find the best ARMA model by the above program?