GARCH Forecast with different Confidence intervalls
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
GARCH Forecast with different Confidence intervalls
Edit: Problem solved. I barked up the wrong tree. Sorry Guys
Last edited by vietony on Wed Jul 05, 2017 8:21 am, edited 1 time in total.
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13307
- Joined: Tue Sep 16, 2008 5:38 pm
Re: GARCH Forecast with different Confidence intervalls
Not really sure that your question lines up with the code.
The code you have is performing a rolling garch regression (although no variables are specified, so it is actually doing nothing) and then a rolling forecast.
Your question mentions nothing about rolling.
You mention confidence intervals, but don't mention what they are confidence intervals of.
You mention sample sizes, but don't mention what the samples are for?
The code you have is performing a rolling garch regression (although no variables are specified, so it is actually doing nothing) and then a rolling forecast.
Your question mentions nothing about rolling.
You mention confidence intervals, but don't mention what they are confidence intervals of.
You mention sample sizes, but don't mention what the samples are for?
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 28 guests