Search found 4 matches
- Wed May 18, 2011 10:40 am
- Forum: Bug Reports
- Topic: GARCH forecasting
- Replies: 19
- Views: 34523
Re: GARCH forecasting
That's true, thanks very much for your clarification
- Sat May 14, 2011 3:43 pm
- Forum: Bug Reports
- Topic: GARCH forecasting
- Replies: 19
- Views: 34523
Re: GARCH forecasting
Hi
I attached the workfile here. The first 300 observations are for estimation, the last 55 is for forecasting
Regards
I attached the workfile here. The first 300 observations are for estimation, the last 55 is for forecasting
Regards
- Sat May 14, 2011 3:16 pm
- Forum: Bug Reports
- Topic: GARCH forecasting
- Replies: 19
- Views: 34523
Re: GARCH forecasting
Ok After estimating the GARCH model for the Dow Jones Index return having the oil return included in the mean and the variance, I click FORECAST. Then, I write the series names such as the forecast name, S.E. and the GARCH using Static Forecast. Before clicking ok, I tick the box of Forecast Graph a...
- Sat May 14, 2011 12:05 pm
- Forum: Bug Reports
- Topic: GARCH forecasting
- Replies: 19
- Views: 34523
GARCH forecasting
Hi there I am using Eviews 6 "student version". I am working on GARCH forecasting. In forecasting, Eviews is supossed to produce two things: 1- The forecasted time series "conditional mean and conditional variance" 2- The evaluations and the graphs. My problem is that Eviews some...
