Search found 8 matches

by rahma
Sun Jul 14, 2013 5:59 pm
Forum: Econometric Discussions
Topic: Johansen Cointegration test
Replies: 0
Views: 1061

Johansen Cointegration test

Hello I have 3 time series and i want to test the cointegration between them, in my results, i found that there is only 1 cointegratin equation at 5% level, Unrestricted Cointegration Rank Test Hypothesized Trace 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Value Critical Value Non...
by rahma
Mon May 06, 2013 8:38 am
Forum: Econometric Discussions
Topic: non normal distribution
Replies: 6
Views: 3553

Re: non normal distribution

ok, thank you :)
by rahma
Mon May 06, 2013 8:18 am
Forum: Econometric Discussions
Topic: non normal distribution
Replies: 6
Views: 3553

Re: non normal distribution

for the cointegration test, i have 3 temporal series and they are all non normal, it does not matter»?
by rahma
Mon May 06, 2013 4:12 am
Forum: Econometric Discussions
Topic: non normal distribution
Replies: 6
Views: 3553

non normal distribution

Hello :)

The temporal serie is not normal distributed, even when i enter the Log

What solution do you suggest to me?
by rahma
Mon Mar 25, 2013 6:26 am
Forum: EViews 5 and Earlier
Topic: TGARCH
Replies: 3
Views: 6966

Re: TGARCH

I am using Eviews4, can you explain to me what is the mean equation and the variance regressors? Sorry i am still learning
by rahma
Fri Mar 22, 2013 7:11 am
Forum: EViews 5 and Earlier
Topic: TGARCH
Replies: 3
Views: 6966

TGARCH

Hello :)

I am just starting to learn Eviews, and i don't have enough time to finish my research, can you please show me how to estimate this TGARCH eq
= c0 + c1e2cot-1 +(-)dt-1e2cot-1 + c2 sigman t-12

Thanks :)
by rahma
Thu Mar 21, 2013 3:35 am
Forum: Estimation
Topic: BEKK GARCH
Replies: 2
Views: 1836

Re: BEKK GARCH

Thanks for your reply :)
by rahma
Tue Mar 19, 2013 3:56 am
Forum: Estimation
Topic: BEKK GARCH
Replies: 2
Views: 1836

BEKK GARCH

Hello :)

I want to check the volatility spillover between two variables ( Corn and Wheat), i want to estimate the BEKK GARCH, how can i estimate it on eviews ?

Thanks :)

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