Create table to display the results

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a.do88
Posts: 27
Joined: Sat May 27, 2017 10:01 pm

Create table to display the results

Postby a.do88 » Fri Oct 27, 2017 11:48 am

Hi

I have 2 variables RAU, RUK and I want to run an EGARCH model for these variables so I have figured out this command:

for %i rau ruk
for %j ruk rau
arch(1,1, egarch, ged) {%i} c {%j}(-1)
next
next

It works perfectly that generates 4 equations:
1. RAU C RAU(-1)
2. RAU C RUK(-1)
3. RUK C RAU(-1)
4. RUK C RUK(-1)

Now I would like to make a summary table for the results of these equations. I installed the Adds-in Eqtabs however for this to work I need to save all these 4 equations. So I added equation eq1.arch(1,1, egarch, ged) {%i} c {%j}(-1) to the above commands but it only generates one equation (the last one) out of four.

Can you please suggest what function I should use to save 4 equations?
Is there any way to report a specific coefficient for 4 equations in one table?

Any help is greatly appreciated.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11735
Joined: Tue Sep 16, 2008 5:38 pm

Re: Create table to display the results

Postby EViews Gareth » Fri Oct 27, 2017 12:38 pm

Rather than eq1.arch use eq_{%i}_{%j}.arch
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a.do88
Posts: 27
Joined: Sat May 27, 2017 10:01 pm

Re: Create table to display the results

Postby a.do88 » Fri Oct 27, 2017 10:28 pm

Thanks a lot, Gareth, it works perfectly!!!

Eqtabs only shows the results in the mean equation of the GARCH model. Is there any way to also show the results of the covariance equations?

a.do88
Posts: 27
Joined: Sat May 27, 2017 10:01 pm

Re: Create table to display the results

Postby a.do88 » Sat Oct 28, 2017 10:48 am

Sorry to ask again, but does anyone know how to display the results in the covariance equations of the EGARCH in one table?

Any help is greatly appreciated.


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