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I think this will be my last doubt... THANK GOD and also THANK GARETH!!! hahahaha All OK generating GARCH variance series and all stuff, but I´m having trouble with getseries. The VBA I´m using is the following: app.Run "eq1cafe.makegarch mygarch" Set range_garch = Sheets("Dados"...

Yes, I need to calculate from standardized... Is there a way I could change the VBA and insert this parameter?

I´m calculating using the VBA code you sent me, like above: app.Run "equation eq1boi_gordo.ARCH(DERIV=AA) boi_gordo C AR(1)" app.Run "scalar kurt = @kurt(resid)" app.Run "scalar skew = @skew(resid)" Using this, @kurt is 4.702 and @skew is -0.1398. Calculating manually, ...

Hello! It´s me bothering you again... Sorry!!! hahahaha Using the codes I´m using, I´m not calculating the residual serie, is that correct? I´d like to obtain kurtosis and skewness of the residual series. Is there a way to do that? Another doubt I have: when running GARCH on Eviews 8, I´m obtaining ...

Thank you so much! I think it worked properlly!

I just need one more thing: using the same equation, calculate and then export to Excel the GARCH Variance Series.

One step to heaven! hahahaha...

So far, that´s all I could do...

As I´ve said, this sheet is a part of a complete one, that has the VBA code. Once that I´m using another excel add-in, if I send you the complete one you will not be able to open it properly. The sheet I´ve sent is the one I´d like to export to EViews. All the other contents of the other one wil not...

So, let me explain how I can with all details (humaly speaking). Nowadays what I do is the following: 1) Get data from some providers, using a Excel sheet, so that I can generate return series, with 505 observations. 2) After getting the data, the spreadsheet containing all 4 series is generated. Th...

I´ve already read this, but still not being able to use it...

Sorry, but in fact I´m having problem connecting Excel and EViews...

Can you please make an example and send me?

I´m not even capable of sending the series to Eviews... :(

For example, using Serie_2, copying it and pasting or opening directly on EViews, I´d like to generate series using the equation that I´ve already set on the file attached (cafe arabica.wf1). Once that this process is to be made daily, I´d like to do it as fast as I can, not opening EViews and calcu...

This file I´ve attached is a part of a file that gets some data from providers, that´s why I´m trying to use it via Excel. Because of it, on the complete file there are a lot of other VBA routines, but if I could get the way to use this one I would attach the new command lines to the other one. What...

Good Afternoon! Here is what I´m trying to do: I have a spreadsheet with 4 series that contain 505 observations (file attached "Series"). At first, I´d like to know how can I use a VBA code so that I can use this file on EViews. The second step is to estimate using an equation I already ha...

Sorry to be bothering you all, but, I´m havimg another problem... I´m using the steps described on the whitepaper EViews COM Automation to add References, but everytime I close an Excel sheet, it has been disabled, and because of it I have to enable it again. Is there a way I can let it active, unle...

I´ve read this paper, but it did´t helped me that much...

I think because of the difference betwen the Excel and EViews versions I´m using, (2010 and 8, respectively), some commands are not working properly.

I will prepare the files I´m using so that I can send you and explain what I need.