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- Mon Mar 06, 2017 7:00 pm
- Forum: Estimation
- Topic: GARCH plot
- Replies: 0
- Views: 2387
GARCH plot
Hi! Is there anyone who knows SAS program and who could explain to me how to do this in eviews? Thank you in advance. 1. In terms of SAS coding, the conditional heteroskedasticity of var1 (i.e. ht1 below) can be obtained from MODEL var1 = explanatory variables that you used for this var1 / nlag = 1 ...