EViews.com

Which version of EViews are you using? I use eviews 5.1 . I found an other problem in this example: ' get starting values from Gaussian ARCH equation eq1 eq1.arch y c show eq1.output if you run this part of the example program, you will receive an error. The corrected formula is as below: equation ...

Dear Gene, Thank you in advance for your helpful cooperation. But this example does not work in eviews and I don't know why! But I think it has some problems in this part below, especially the first line: ' set up GARCH likelihood logl ll1 ll1.append @logl logl ll1.append res = y-mu(1) ll1.append si...

Hi there, I want to estimate a general GARCH(1,1) model, with some fixed parameters in its variance formula. Meanwhile, I have faced a problem which made me to send this post here and ask for your kind advise. Actually I don't know how to define my variance formula and also how to fit one parameter ...