Search found 5 matches
- Thu Aug 28, 2014 12:15 pm
- Forum: Programming
- Topic: EGARCH progam
- Replies: 7
- Views: 5208
Re: EGARCH progam
@EViews Gareth thanks for the help. I have tried the command you have suggested for egarch '' equation eq1{!a}.arch(egarch) y{!a} c y{!a}(-1)'' again got struck with the error message that egarch is not defined. please help!
- Wed Aug 27, 2014 11:50 pm
- Forum: Programming
- Topic: EGARCH progam
- Replies: 7
- Views: 5208
Re: EGARCH progam
I meant to say, What can I write for ''egarch'' in running a loop? the following program is for the GARCH view of the equation? can I make this for the log garch view? plz help! equation eq1{!a}.arch y{!a} c y{!a}(-1) eq1{!a}.garch eq1{!a}.makederivs derv_it01{!a} derv_it02{!a} eq1{!a}.makegarch zit...
- Wed Aug 27, 2014 10:37 pm
- Forum: Programming
- Topic: EGARCH progam
- Replies: 7
- Views: 5208
Re: EGARCH progam
Can you help me to make its egarch view?
- Tue Aug 26, 2014 11:40 pm
- Forum: Programming
- Topic: EGARCH progam
- Replies: 7
- Views: 5208
EGARCH progam
I run the program and recieve error message EGARCH is not a valid view for the equation. Please help me to correct the program.
equation eq1{!a}.arch y{!a} c y{!a}(-1)
eq1{!a}.egarch
eq1{!a}.makederivs derv_it01{!a} derv_it02{!a}
eq1{!a}.makeegarch zit{!a}
equation eq1{!a}.arch y{!a} c y{!a}(-1)
eq1{!a}.egarch
eq1{!a}.makederivs derv_it01{!a} derv_it02{!a}
eq1{!a}.makeegarch zit{!a}
- Fri Jan 03, 2014 10:04 am
- Forum: Programming
- Topic: An introduction to EViews programming.
- Replies: 119
- Views: 572099
Re: An introduction to EViews programming.
Hi I am running the following loop scalar n=5 'number of time series (y1,y2,.....,90), (x1,x2,.....,90) scalar ind=1 'input for loop for !a=1 to 2 vector(N) LMxy 'returns LMstat for volatility spillover from x to y vector(N) pvalxy 'returns corresponding pvalue for LMxy Eviews 5.0 is giving an error...