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Dear all I am trying to run a GARCH model with more than one explanatory variables but I am facing a lot of problems and doubts. First, i would like to know how can we properly decide the ARCH and GARCH values to use in the model specification. I have run a GARCH(1,1) and looked to the Variance Equa...

EViews Gareth wrote:

Code: Select all

@holiday("Jun21 Sep20")>0


Thank you very much, Eviews Gareth

Yours sincerely,
Afonso Rodrigues

Dear all I would like to know how can we include a dummy for all the summer months at once, since I can only do it for each year separately. For that I have used the following command: summer=@date>@dateval("21/06/2009") and @date<@dateval("20/09/2009") With that I can have a dum...

Log is a monotonic transformation. Assuming that your values are all positive, it should make no difference whether you change the sample before or after taking logs. startz, i thought that too, but I have removed the outliers using the @bounds command, and when I transformed my variables into logs...

Dear all I have a daily dataset from 2009 to 2018, and all my variables have outliers. I want to use the "Inter Quartile Range" to identify the outliers, and then use the @bounds command to remove them. My question is: I have to transform my variables into logs, so should I remove the outl...

Dear all, I'm conducting a study to check the impact on the wholesale electricity prices caused by the penetration of the renewable energies in the Portuguese electric system. I have hourly data from 2009 to 2018. My dependent variable is the electricity prices and my explanatory variables are the e...

[UPDATE2]

So, I think I figured it out. i used the following code for my first variable and I think it has done what I wanted:

[UPDATE] So, I am still trying to understand what codes can I use to remove the outliers from all my variables. Searching through this forum I found this topic where I think he uses the respective code to remove the top 5% from both ends. Can someone help me to write a similar code but, instead of r...

Dear all, I have an hourly data-set covering a ten year period and I am facing a problem with outliers, witch my series contains in a high number. I know that this can be dealt with by using the Inter Quantile Range. Thus, I've calculated the IQR as well as the Lower and Upper Bound by using the fol...

Hello, I can recommend some commands for creating the dummies. For the annual holidays, series holiday1 = @holiday("jan1") > 0 For the one-time holidays, series holiday2 = @event("2016mar25") > 0 For the annual holidays with a gap, series holiday3 = @holiday("oct5") an...

Dear all, I have an hourly data-set from 01-Jan-2009 to 31-12-2018 (10 years) for Portugal. I need to create a dummy for each holiday day. Do I have to create a dummy for each day, or is there any simpler way to do that? In the below image you can see every holiday days that were in Portugal from 20...

After some navigation through Eviews buttons I figured out how to do it. If anyone is interested you just need to click "proc" - "Structure/Resize Current Page...". Then you just need to change the days to 1 till 5, and Eviews will automatically delete all observations of Saturda...

Dear all, I am working on an hourly data-set from 01-Jan-2009 until 31-12-2018. Initially i was working with all 7 days of the week, but now I wanted to see the results when only using the 5 week days (i.e. droping Saturday and Sunday). So, my question is if there is any way of doing that with an Ev...

Dear all I am a master students in Economics at Universidade da Beira Interior - Covilhã, Portugal , and I am (trying) to perform an econometric research paper for my master thesis. All this to say that I am new at econometrics and Eviews, so I will probably ask some basic or even dumb questions. If...

Dear all I have learned that due to the characteristics of some variables and the frequency of some data (for example, monthly) the system is subject to shocks. Thus, the traditional unit root tests (ADF, PP and KPSS) may show inappropriate results, due to the existence of structural breaks in the t...