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Hi

I have preformed a MGARCH under diagonal bekk. However, I do not know how to read the results from eviews.
I would like to test for volatility spillovers, please advise how I can read the result in this respect.

Below is the result I obtained from eviews.

Thanks a lot
kalec

Dear all,

I have been trying to add dummy variables to GARCH model. However, it turns out that all the statistics results become N/A.
Can anyone teach me how to to add dummy variables into GARCH in eviews?

Many thanks
Kalec

Hi I am doing impulse response and I have encountered two problems: 1. My data are I(1) and I have done cointegration and granger causality with VECM. I wonder if I should also use VECM instead of VAR for impulse response? 2. I tried to run impulse response with VECM, but I have difficulty understan...

Thanks so much theologos

Kalec

Thanks theologos In the guide, I can see an example on Granger- causality and it does indicate whether to reject the H0, but it does not give reason for that. (unless I am reading the wrong part?) ScreenHunter_10 Aug. 17 20.54.jpg In relation to the probability, does it mean that whenever there is a...

Hi I have done Granger causality test in Eviews, but I don't know how to interpret the result. I checked the User Guide with no luck. I was thinking to check critical value for the F-test? but I cannot find the values. If I am on the right track, can anyone please let me know how I can obtain the cr...

Thanks for your help theologos

Thanks theologos Below is the outcome from Eviews, and I noticed that the optimal lag length suggested by different criteria is different. I wonder which of the criteria should I rely more on? and how could I support myself relying on such criteria please? ScreenHunter_01 Aug. 17 14.44.jpg ScreenHun...

Hi

When I do the Johansen Cointegration test in Eviews, I see that the default setting was 1 to 4 lag interval.
Can anyone please tell me how to decide the number of lag interval to be used in EViews for this Johansen cointegration test?

Thanks and kind regards

Kalec

Dear All,

I need to do a GARCH model with filter. Does anyone know how I could filter the GARCH model in eview?
The equations are:

rt= C=Ft εt where εtI ϕt-1 ~N(0,h)
Ft=(1+ρ1 It)(1+ρ2 It-1) (1+ρ3 It+1)
ht= ω+αε^2 t-1+βh t-1 +γ^- t-1ε^2 t-1

Many thanks

Thanks so much Startz

Kalec

Thanks Startz

It may be a stupid question, but how can I check against the original data to see if the differenced data are correct?

Many thanks and regards

Kalec

Hi,

I have done a Johansen cointegration test in EViews, however, results from maximum eigenvalue and trace tests are conflicting. Which one should I go for?

Thanks and kind regards

Kalec

Hi there,

I am new to EViews and wondering how I can difference my data.

I used Genr to transform my data by DData=D(Data). I do not know if it is the correct way to perform this.

Thanks and regards

Kalec