I am running Eviews 6. I have some problems about forecasting after I finished the parametric estimation of Constant Conditional Correlation Model.
I refered User's Guide, and tried to do the following:
1.From system object of finishing estimation > Proc > Make Model
2.In Model object > Solve
By these two steps, I can obtain the forecasting of mean equations.
I also need the forecasting of volatility equations, but Model object didn't do that.
I think I need the forecast values of out-of-sample to solve my problem, how could I do that?
Attaching Constant Conditional Correlation Model
Any advice would be greatly appreciated!
For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.
2 posts • Page 1 of 1
There's nothing built in to do it, unfortunately.
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