Search found 4 matches
- Wed Jan 13, 2016 12:55 pm
- Forum: Programming
- Topic: Model AR(1) - GARCH(1,1) Code
- Replies: 6
- Views: 4164
Re: Model AR(1) - GARCH(1,1) Code
The values of U are corrects and generating. I don't understand why it's work with U but not with Y
- Wed Jan 13, 2016 12:30 pm
- Forum: Programming
- Topic: Model AR(1) - GARCH(1,1) Code
- Replies: 6
- Views: 4164
Re: Model AR(1) - GARCH(1,1) Code
It's give me the first value of Y, but not the other
- Wed Jan 13, 2016 9:46 am
- Forum: Programming
- Topic: Model AR(1) - GARCH(1,1) Code
- Replies: 6
- Views: 4164
Re: Model AR(1) - GARCH(1,1) Code
When I run, the values of Y are : "NA"
- Wed Jan 13, 2016 8:21 am
- Forum: Programming
- Topic: Model AR(1) - GARCH(1,1) Code
- Replies: 6
- Views: 4164
Model AR(1) - GARCH(1,1) Code
Hi ! I'm new on Eviews and I don't know how to program with. I try to program a model ar(1) garch(1,1), but it doesn't work. My code is : ' number of experiments !M = 1000 !N = 132 ' historical period !H = 20 ' forecast period !nn = !n + !h !k =4 'number of coefficients + ar terms 'Paramètre de AR(1...