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Thank you very much.. i'Ve tried this code below, but it doesnt assign any value to the second column..why? 'procedure for calculating 10 day return smpl @all 'set window size !window = 10 'set step size !step = 10 'get size of workfile !length = @obsrange matrix(3000,300) r10 'calculate number of r...

Dear Eviews members, could anyone help me with another issue? in the code below i calculate only 1 series of 10 day returns, how can i build a matrix which has as a second column the r10(!i+1)? 'procedure for calculating 10 day return smpl @all 'set window size !window = 10 'set step size !step = 10...

You're perfectly right. what i have done until now is the code below. i cant find the way to make them work together. This first code is the one that i use to calculate 10 day returns, which i save in a vector and then in a series. i need to move the for loop by one in order to calculate the next 10...

I have already seen almost every post of programming in eviews, but i can't build the right code to compute all the procedure. It must be something like a double for loop with the first loop that moves the daily return series by 1 and with step=1, and the second for loop is the one that you showed m...

I think i didn't explain very well what i need to calculate. i need that ysum has as first value the sum from 1 to 10, as second value the sum from 11 to 20, which means that is a series of 300 values, derived from 3000 daily returns. i need to use this series in garch model to forecast 1 step ahead...

Dear everyone, im trying to calculate Value at risk 10 day ahead. i have a series of 3000 daily observation from which i have to create a new series by summing 10 daily returns non overlapping, so from 1 to 10, from 11 to 20 and so on. i dont know how to write it in eviews. the problem is that after...