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by anwar315a
Sat Jun 09, 2018 10:15 am
Forum: Programming
Topic: draw "News Impact Curves"
Replies: 0
Views: 3097

draw "News Impact Curves"

Hello, I am using EVIEWS 10 and I want to draw "News Impact Curves" in EGARCH. Can anybody help. Thank you I Have followed these steps . 1. Estimate the EGARCH model 2. Procs/Make Garch Variance Series, and name it garch01 3. Procs/Make Residual Series (ordinary), and name it resid1 4. Gen...

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