EViews.com

Gareth, thank you for your help. I change my code, but it still don´t work. For example I try it with this code: !window=500 !length=@obsrange series value !x1=c(1) !x2=c(2) !x3=c(3) for !k=1 to !length-!window+1 smpl @first+!k-1 @first+!k+!window-2 equation arch!k.arch(1,1) portfolio_rendite arch!k...

Gareth thank you for your quick answers, but I'm new in EViews. Accordingly, I have absolutely no idea how to do that. Can you help me or where can I look up how to do that?

Thank you very much Gareth, the code what you written is what I´m looking for! For the second problem: I took different periods for looking what the EViews do by estimation of conditional variance. For example I took only first 500 observations (from 03/01/2006 until 07/12/2007) and calculate the co...

Hello Gareth. first question: I want to have the same size, but instead of negative value should be 0 or NA. Because I want to put the resalt in to "hh" matrix, where the first column is the Value at Risk and the second column is the real losses. second question: When I run the code 2, I g...

Hello everybody, I need to do a rolling estimation of a GARCH(1,1) and TGARCH(1,1,1), outputting 1-day ahead forecast for the conditional variance and then calculate 1-day ahead forecast for the Value at Risk. I have 1254 observations a need a rolling window of 500. Therefor the first estimated GARC...