Search found 2 matches

by mingxiao
Thu May 08, 2014 4:42 am
Forum: Estimation
Topic: SIMPLE BUT IMPORTANT DOUBT
Replies: 2
Views: 1964

Re: SIMPLE BUT IMPORTANT DOUBT

If you want to forecast, then yes, hitting the forecast button is fine. EViews has two ways to do everything, either through code, or with a mouse. Using the mouse is absolutely fine. Thanks very much, you have been very polite. But making use the square daily returns for estimating both ARMA and G...
by mingxiao
Wed May 07, 2014 5:44 pm
Forum: Estimation
Topic: SIMPLE BUT IMPORTANT DOUBT
Replies: 2
Views: 1964

SIMPLE BUT IMPORTANT DOUBT

Hi to everybody, I`m new in coding and EVIEWS, but I must write a work using it. I must compare the volatility forecasting performance of ARMA(1,1) and GARCH(1,1) and its extensions. The data are daily return of a market index. Well, I estimated the ARMA(1,1) and the GARCH(1,1) both based on the SQU...

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