UCSVM

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dakila
Posts: 392
Joined: Tue Nov 24, 2015 4:57 pm

UCSVM

Postby dakila » Thu Mar 01, 2018 7:25 pm

This thread is about the ucsvm add-in that estimates stochastic volatility in mean model with time varying parameters.

joff
Posts: 6
Joined: Thu Jan 04, 2018 4:20 am

Re: UCSVM

Postby joff » Wed Jul 25, 2018 2:13 am

Thank you for this add-in. Would you maybe consider adding an option to include additional regressors (with TVP) in the mean equation?

dakila
Posts: 392
Joined: Tue Nov 24, 2015 4:57 pm

Re: UCSVM

Postby dakila » Wed Jul 25, 2018 3:03 pm

I will try to add that option. thanks for the comment.

abdhut123
Posts: 4
Joined: Sat Nov 18, 2017 12:38 pm

Re: UCSVM

Postby abdhut123 » Thu May 30, 2019 9:40 pm

can the add-in produce the time-varying impact with 90% confidence band graph as the author has done in his original paper.......

Ranajoy
Posts: 2
Joined: Tue Jun 09, 2020 8:11 am

Re: UCSVM not working "Error 14 in encrypted program"

Postby Ranajoy » Wed Jun 10, 2020 1:00 am

The addin is not working at my end. It is showing "Error 14 in encrypted program" every time I try it. Any solution to this? Thank you.

dakila
Posts: 392
Joined: Tue Nov 24, 2015 4:57 pm

Re: UCSVM

Postby dakila » Wed Jun 10, 2020 1:37 am

What is the version of Eviews you use?

Ranajoy
Posts: 2
Joined: Tue Jun 09, 2020 8:11 am

Re: UCSVM

Postby Ranajoy » Wed Jun 10, 2020 5:32 am

I am using Eviews 11. I am facing error with both UCSVM and UCSVO add-ins. Since UCSVO add-in does not have a forum , could not post that query.

UCSVO is giving "Error 72 in encrypted program" and UCSVM is giving error "Error 14 in encrypted program", both are thus not working at my end. I am working on a quarterly series inflation data. I have attached the data (in excel) with which I am working here. Thank you for your kindness.
Attachments
data.xlsx
(10.67 KiB) Downloaded 59 times

dakila
Posts: 392
Joined: Tue Nov 24, 2015 4:57 pm

Re: UCSVM

Postby dakila » Wed Jun 10, 2020 5:52 pm

You are right. It does not work for Eviews 11. I will update the add-in soon. If you have version 10 it will work.


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