Search found 2 matches
- Mon Nov 02, 2009 7:31 am
- Forum: Estimation
- Topic: Some questions regarding ARCH
- Replies: 0
- Views: 1911
Some questions regarding ARCH
Hi! Today I have some questions regarding ARCH: - type of data: inflation-rates. I model the mean of the inflation-rate via ARMA-model and some regressors. After adding ARCH some of my regressors in the mean equation become insignificant. Shall I throw these regressors out of my model or is it bette...
- Tue Oct 27, 2009 7:39 am
- Forum: Estimation
- Topic: stochastic volatility, forecasting, percentiles
- Replies: 2
- Views: 4072
stochastic volatility, forecasting, percentiles
Hi!
I'm estimating sv-models via the Kalmann filter in eViews. Is there a possibility that eViews shows the percentiles of the density forecast(1-,2- and 3-steps ahead)?
Thanks,
starter
I'm estimating sv-models via the Kalmann filter in eViews. Is there a possibility that eViews shows the percentiles of the density forecast(1-,2- and 3-steps ahead)?
Thanks,
starter
