Arch/garch

For econometric discussions not necessarily related to EViews.

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saa
Posts: 3
Joined: Wed Jan 01, 2020 10:13 am

Arch/garch

Postby saa » Thu Jan 02, 2020 4:33 am

I am using garch to model daily volatile data against economic data obtained quarterly. Can I use garch (1,2) or should I use midas? (do you have a link for me to better understand the process). I am new in using econometric but it is important for my study.

When I am using garch to estimate another regression for daily 7 days against 5 daily I get 'arch needs continuous samples'. The data has NA what should I do?

nimcale
Posts: 1
Joined: Sun Jan 26, 2020 10:00 pm

garchsk

Postby nimcale » Fri Feb 07, 2020 9:39 pm

please can you help me how to estimate garchsk using eviews because i have estimated all arch family but i didn't know how to estimate garchsk that is left and also i want to test diebold mariano test using eviews please help


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