Search found 2 matches
- 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...
- 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...
