Search found 2 matches

by anais
Mon Sep 10, 2012 3:14 am
Forum: Programming
Topic: extraction of the estimated conditional variance
Replies: 1
Views: 668

extraction of the estimated conditional variance

Hi, i estimated a TGARCH model using the window "program". I specified a period for the estimation and a period for the backtest of the model. I would like to extract the forecast of the conditional variance of the period for backtest, but I don't know how to do it using the program'swindo...
by anais
Mon Jul 16, 2012 6:25 am
Forum: Estimation
Topic: Threshold AR Models
Replies: 15
Views: 22567

Re: Threshold AR Models

Hello,

I would like to estimate a SETAR model, but I don't know how to estimate it with Eviews.

Can someone help me to find some procedure for this type of model?

Thanks,

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