Thanks.
I have looked at that example before and customized it but unfortunately it didn’t seem to work or better: I didnt get it to work properly.
Regards,
Ina
Search found 2 matches
- Mon Jun 29, 2009 8:00 am
- Forum: Programming
- Topic: Rolling forecast GARCH
- Replies: 3
- Views: 14743
- Mon Jun 29, 2009 7:08 am
- Forum: Programming
- Topic: Rolling forecast GARCH
- Replies: 3
- Views: 14743
Rolling forecast GARCH
Hi guys, I am new to eviews and coding in general. I am doing a project testing the volatility forecast abilities of various models, GARCH(1,1) included. Things have been going well but now I am stuck and have been for over a week. I have been trying to develop the code for a rolling forecast of a G...