Search found 3 matches
- Thu Apr 21, 2016 11:19 pm
- Forum: Estimation
- Topic: ARCH estimation error
- Replies: 4
- Views: 10276
Re: ARCH estimation error
Missing values lead to a problem when they are scattered within the sample and hence resulting in discontinuity. EViews can handle them if they are only at the very beginning/end of the sample. If you like, you can get rid of missing values in your first data set as follows: pagecontract if sp500<>...
- Wed Apr 20, 2016 6:54 am
- Forum: Estimation
- Topic: ARCH estimation error
- Replies: 4
- Views: 10276
Re: ARCH estimation error
So do I need to collect new data and try or can I do sometthing to my existing data ?
Also look at my osebx workfile I see that i have NAs in the sample too, but no error when estimating my ARCH equation.
Also look at my osebx workfile I see that i have NAs in the sample too, but no error when estimating my ARCH equation.
- Wed Apr 20, 2016 6:36 am
- Forum: Estimation
- Topic: ARCH estimation error
- Replies: 4
- Views: 10276
ARCH estimation error
Hi. I'm working on an exercise where I have to obtain daily prices for the Norwegian and the US stock market indicies for the last 20 years. I used datastream to collect the numbers. For the Norwegian market I used OSEBX and SP500 for the US market. One question that I have to answer is: Formally te...