White Test after ARIMA Test

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sofwan
Posts: 2
Joined: Thu Nov 26, 2015 2:31 pm

White Test after ARIMA Test

Postby sofwan » Thu Nov 26, 2015 3:09 pm

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. :)
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: White Test after ARIMA Test

Postby startz » Thu Nov 26, 2015 3:30 pm

What version of EViews are you using and what is the build date?

sofwan
Posts: 2
Joined: Thu Nov 26, 2015 2:31 pm

Re: White Test after ARIMA Test

Postby sofwan » Fri Nov 27, 2015 10:51 am

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. :)

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: White Test after ARIMA Test

Postby startz » Fri Nov 27, 2015 12:09 pm

You might want to be sure you have the most recent version of EViews 8. Updates are free.


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