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Dear all,
I want to estimate the Value at Risk using different methods such as Monte Carlo, historical and normal. How can I do that in eviews?

Thanks for your help.

Hi everybody,
I have historical data of a variable. Now, I would like to plot the empirical distribution of that variable. How can I do this in Eviews?

Thanks for your help.

Many thanks. It works well.

One last question: The header of the columns do not show the names of the variables but RESID01, RESID02 etc. Can I somehow attribute the variable names to the columns of residuals? Which variable is the header RESID01 or RESID02 referring to?

Hi, I am working on a VAR model with six variables. Now I want to estimate the corresponding residuals of each variable in the VAR and use the residuals in a Granger-causality test to test whether shocks in a variable Granger-cause another variable. How can I extract the residuals of each variable? ...

Hi everybody,

I have annual stock market data and would like to transform them into monthly frequency using interpolation. Can anybody help me how this is done in eviews?

Great, thanks.
How can I name the columns and the lines? I want the smpl command as header of the columns.

Dear all, I would like to calculate the variance of returns over a specified time horizon as shown in the code below: series z = @vars(return, "1990m01 1999m12") series x = @vars(return, "2000m01 2009m12") Now I would like to create a table from the outcomes z and x which display...

Hello,
I am trying to do an impulse response function in eviews. Unfortunately, I get the error "near singular matrix".

What does that mean and what can I do to get IRF analysis results?

Thanks for your help in advance

The tau formula includes the beta weighting and the slope parameter obtained from Midas. hence, tau is based on the Midas outcome but I do not know how to write this formula in eviews to generate a time series of tau. The formula must be something like a multiplication of two vectors where one vecto...

Is there really no possibility to calculate tau even if I use the command window and enter the outcome manually?

I know. But can I somehow use the data in the Midas output to write a code in the command window to calculate tau? I do not know how to write such a formula in eviews and how to grap the variables in the Midas output to use it in the tau formula.

Hi everybody, I am new in eviews. I want to run a Garch-Midas model using eviews. I conducted the Midas example shown on the eviews webpage and get similar results. However, I need to calculate a long-run component referred to as tau. The formula for tau is shown in the attachment where c is a const...

Hello, I am new to eviews. I am trying to run an impulse response function in eviews. The results return graphs for each impulse but do not show the confidence interval. How can I add the 95% confidence interval to these graphs using mouse and menus in the eview 9.5 Student version? Thank you in adv...