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Hi Trubador, thanks a lot for the advice. Let me try.

just emailed support@eviews.com. Thank you Startz.

Hello Startz, I checked the estimated conditional variance series where the p-values (as well as adj.R Sq. and DW statistics) from the regressions are NA. Here is what I found --- the estimated conditional variance series is an explosive process. (i) Would multicollinearity lead to such a problem? (...

I will. Thanks Startz!

Hi Startz, I successfully updated my EViews, and the weird error "Objective function evaluates to NA" is gone. Now I don't get any error messages, but the p-values (as well as adj.R Sq. and DW statistics) from the regressions are NA. Is that the "multicollinearity error" you get?...

or it would be that the conditional variance of risk premia is highly correlated with the conditional variance of inflation or output. But I cannot test it right now.... I am stuck with this error "Objective function evaluates to NA".....

Yes, I am pretty sure. The LHS is the risk premia, and RHS variables are conditional variance series of inflation and output for country %0 and U.S. I guess the multicolinary problem possibly results from the fact that (1) hpip{%0}cv and hpipuscv are correlated. (2) pi{%0}cv and piuscv are correlate...

Thanks startz. If I take away ARCH-M term, the error goes away here as well.

Thanks a lot startz. I had a problem updating my EViews, I need to contact the customer service. This might take some time. So you are saying you only get the error "near singular matrix", not the error "Objective function evaluates to NA for one or more observations"? just wanna...

Hi startz, Thanks for the reply. Yes, the RHS variables: pi{%0}cv, hpip{%0}cv, piuscv, hpipuscv are all conditional variance of other series, but they have nothing to do with the dependent variable rp3m{%0}. I am fully aware there might be multicollinearity problems, as hpip{%0}cv & hpipuscv, pi...

Hello startz, Please see attached my workfile, and this is my original program code, which estimates GARCH(1,1) for each country. Thank you very much. table(16,16) tabarchex3m tabarchex3m(1,1) = "coefficient" tabarchex3m(1,2) = "BE" tabarchex3m(1,3) = "FR" tabarchex3m(1...

BTW, I am using EViews 8

Hello all, I was trying to estimate an simple GARCH(1,1)-in-mean model: y=b1*h+b2*x2+b3*x3+b4*x4+b5*x5+const.+u, where h is the conditional variance of u, x2-x5 are exogenous variables. Here is my code: smpl 1987m02 1999m11 equation eqn1 eqn1.arch(1,1,archm=var) y x2 x3 x4 x5 c I checked the data, a...

http://forums.eviews.com/viewtopic.php?f=5&t=18

Many thanks!

Hello everyone, I run an OLS regression: equation eq01.ls y x c eq01.correl(4) where x and y are time series, and c is just a constant. I wanna refer to the correlogram and Q-statistics using commands (instead of looking into it interactively), would you please help me? Thanks a lot. Best, Kenshiro