Postby Ziller » Fri Jan 23, 2015 11:02 am
Hello! It´s me bothering you again...
Sorry!!! hahahaha
Using the codes I´m using, I´m not calculating the residual serie, is that correct?
I´d like to obtain kurtosis and skewness of the residual series. Is there a way to do that?
Another doubt I have: when running GARCH on Eviews 8, I´m obtaining results that are different than running it on EViews 6. So far, the only difference I could notice is that on EViews 8 the results are obtained after 54 iterations, and on EViews 6 are obtained after 13 iterations, as seen on the file attached.
I´ve checked all the options and did´nt found any configuration differences between those files. Does anybody knows what may be happening?
Thanks again!!!
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