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Hi

I am also searching the procedure to run KSS unit root test in Eviews. If anyone knows, kindly let me know.

best regards
Atish

Hi

Is there any way in e-views to delete the extreme values (outliers) from the sample of timeseries observations.

with thanks and regards
Atish

Hi Thanks a lot for the suggestation. It works after changing the initial values. But, the correlation pattern also changes. Is there any specific criteria to give the initial values of the coefficients and Pi? Further, Can you please let me know - how to set up a System object to estimate a multiva...

Hi, I worked on codes provided by Hvtcapollo above to estimate dynamic conditional correlation under bivariate GARCH. Herewith, I am attaching the DCC result and the workfile. Kindly let me know if it is correct.I also do not exactly know how to get the correlation coefficienct from the output. This...

Hi, I worked on the edited workfile which you had sent to me. Herewith, I am attaching the DCC result. Kindly let me know if it is correct. I also do not exactly know how to get the correlation coefficienct from the output. This is for the first time I am computing DCC. It would be of great help if ...

Thanks a lot. I shall get back to you again if I come across the same problem.

Thank you again

best regards
Atish

Hi The code I used is as given below. let me know where I have to change. I also don't know how to do with the menu. Can you please tell me the the procedure with menu so that I don't have to use codes. With many Thanks and regards Atish series r1=nasdaq_return series r2=bse_return sample s1 1/3/200...

Hi , Find attached the workfile where I was trying to get Dynamic Conditional Correlation under Bi-variate GARCH. As I had mention earlier I am getting error message "Missing values in LOGL series in current observation". Kindly let me know my mistakes and if possible give me the detailed ...

Thank you very much. What are the criteria to be considered in giving the initial values.
As you suggested, I am attaching the workfile soon.

Hi all, I am estimating Dynamic Conditional Correlation under Bi-variate GARCH in Eviews-5. I could not find the DCC output as it is showing "there are missing values in the LOGL series". What could be the possible reason. Though there are already discussion of this type in the forum, I co...