UCSVM

[dakila]

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

[joff]

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

[dakila]

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

[abdhut123]

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

[Ranajoy]

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]

What is the version of Eviews you use?

[Ranajoy]

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.

[dakila]

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.