conditional skewness and kurtosis

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

conditional skewness and kurtosis

Postby doaa » Wed Mar 18, 2009 6:23 am

hi
Does anyone know how to gener a series of conditional skewness and kurtosis resulting from a regression?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13317
Joined: Tue Sep 16, 2008 5:38 pm

Re: conditional skewness and kurtosis

Postby EViews Gareth » Wed Mar 18, 2009 8:02 am

I'm not sure I understand what you mean by this.
Follow us on Twitter @IHSEViews

doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

Re: conditional skewness and kurtosis

Postby doaa » Wed Mar 18, 2009 9:28 am

sorry about confusion. My question now is that I want to generate skewness series for the standardized residuals of a regression (eta). the formula is S(t) = Et-1(eta(t)^3)
where Et-1 is the conditional expectation at t-1 and S(t) is the conditional skewness at time t.
to be clear, i'd like to know how to write Et-1 in eviews


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 26 guests