We can create a Bivariate Error Correction Model (ECM) with GARCH (http://forums.eviews.com/viewtopic.php?f=4&t=1762) in eviews.
Do we have the forecast addins for it?
thanks
Search found 2 matches
- Fri Aug 22, 2014 1:32 am
- Forum: Add-in Support
- Topic: forecast for VECM-GARCH model
- Replies: 2
- Views: 5740
- Mon Aug 18, 2014 6:39 am
- Forum: Add-in Support
- Topic: forecast for VECM-GARCH model
- Replies: 2
- Views: 5740
forecast for VECM-GARCH model
Dear Sir,
I am trying to forecast for VECM-GARCH model. The forecast var add-in only does for VECM and VAR models but does't help for VECM-GARCH model. kindly assist
Regards,
I am trying to forecast for VECM-GARCH model. The forecast var add-in only does for VECM and VAR models but does't help for VECM-GARCH model. kindly assist
Regards,