Search found 2 matches
- Mon Sep 10, 2012 3:14 am
- Forum: Programming
- Topic: extraction of the estimated conditional variance
- Replies: 1
- Views: 2119
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...
- Mon Jul 16, 2012 6:25 am
- Forum: Estimation
- Topic: Threshold AR Models
- Replies: 15
- Views: 36232
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,
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,