Dear All,
I'm really glad to be part of you in this forum. Actually I'm new comer in Eviews Forum even though I have been using Eviews since university. I'm Sofwan from Indonesia. I'm studying for Master Degree in Economic Development & International Economics, Kocaeli University, Turkey. Now, I'm doing research about performance analysis between Islamic based capital stock and conventional based stock with ARCH GARCH model. I have problem when I'm doing white test to examine heteroskedasticity in my ARIMA's model. My equation model is "ls d(ljkii) c ar(1)". But after view-residual diagnotics-heteroskedasticity tests-White, I got result as follow "@GRAD is not a Genr or series expression function in @GRAD(1)^2". What should I do to treat this problem?. Could you please help me to solve this problem? I'm really appreciate for every kind of solutions that will you give. Thank you so much.
White Test after ARIMA Test
Moderators: EViews Gareth, EViews Moderator
White Test after ARIMA Test
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: White Test after ARIMA Test
What version of EViews are you using and what is the build date?
Re: White Test after ARIMA Test
I'm using Eviews 8. I have tried using both "dated-specify by data series" and "unstructured/undated" but I got same results. I used frequency "daily-5 week".
Thanks for the response.
Thanks for the response.
-
- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: White Test after ARIMA Test
You might want to be sure you have the most recent version of EViews 8. Updates are free.
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