Dear Itamat
Thank so much for your reply! Definitely what i was looking for. Ill run the coding now and maybe insert that loop at a later stage
Regards
J
Search found 5 matches
- Mon Sep 22, 2014 6:15 am
- Forum: Add-in Support
- Topic: rtadf
- Replies: 53
- Views: 143449
- Fri Sep 19, 2014 5:41 pm
- Forum: Add-in Support
- Topic: rtadf
- Replies: 53
- Views: 143449
Re: rtadf
Good day Itamar Im currently working on a project where i have variables that i want to use in your RTADF group code loop. Although i can read the coding a bit, i am still new to actually programming the functions in Eviews. Is it at all possible to have the group code run and have the critical valu...
- Mon Nov 25, 2013 2:34 am
- Forum: Programming
- Topic: WARNING: Singular covariance error with Tri-Bekk mgarch
- Replies: 1
- Views: 2847
Re: WARNING: Singular covariance error with Tri-Bekk mgarch
Hi to those experiencing the same problem Found the problem with the program. It had to do with my OMEGA matrix. For some or other reason, Omega(4) and Omega(5) remained at their initial values = 0. Thus creating a singular matrix in estimation. I've re-specified them as following: coef(6) omega ome...
- Fri Nov 22, 2013 4:24 am
- Forum: Programming
- Topic: WARNING: Singular covariance error with Tri-Bekk mgarch
- Replies: 1
- Views: 2847
WARNING: Singular covariance error with Tri-Bekk mgarch
Hi, Im working on a paper to help model the spillover effects from developed countries to emerging economies. The program uses a Lower-triangular Tri-variate Bekk-mGarch model to help isolate causality. I keep getting a "WARNING: Singular covariance - coefficients are not unique" error. I ...
- Tue Sep 03, 2013 1:44 am
- Forum: Bug Reports
- Topic: Eviews Crashes on forecasting ARIMA-Garch-m
- Replies: 2
- Views: 3513
Eviews Crashes on forecasting ARIMA-Garch-m
Hi I'm encountering a problem whereby Eviews 6,7 and 8 crashes as soon as i try a dynamic out-of-sample forecast on a ARIMA-garch-m process. The problem is that now, when i start up Eviews after the crash, a simple in-sample forecast causes it to crash time and time again. Ive tried removing the MA ...