extraction of the estimated conditional variance

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anais
Posts: 2
Joined: Mon Jul 16, 2012 6:18 am

extraction of the estimated conditional variance

Postby anais » Mon Sep 10, 2012 3:14 am

Hi,

i estimated a TGARCH model using the window "program".
I specified a period for the estimation and a period for the backtest of the model.
I would like to extract the forecast of the conditional variance of the period for backtest, but I don't know how to do it using the program'swindow?

thanks a lot,

Anaïs

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

Re: extraction of the estimated conditional variance

Postby EViews Gareth » Mon Sep 10, 2012 6:48 am

Look up equation.forecast in the Object Reference.
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