Search found 5 matches

by joburg
Mon Sep 22, 2014 6:15 am
Forum: Add-in Support
Topic: rtadf
Replies: 53
Views: 143449

Re: rtadf

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
by joburg
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...
by joburg
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...
by joburg
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 ...
by joburg
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 ...

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