Search found 3 matches
- Tue Sep 21, 2010 5:12 pm
- Forum: Programming
- Topic: GARCH unit root
- Replies: 2
- Views: 3168
Re: GARCH unit root
thank you for your quick reply, you are right i think i am creating a new matrix called NLS, this way will fix it. for !k=1 to 9 matrix(9,9) nls!k for !i=1 to 9 for !j=1 to 9 equation eq!i!j!k.arch(!i,!j) dls lstock(-1) dls(-1 to -!k) c t nls!k(!i,!j)=eq!i!j!k.@aic next next next the program is outp...
- Tue Sep 21, 2010 4:27 pm
- Forum: Programming
- Topic: GARCH unit root
- Replies: 2
- Views: 3168
GARCH unit root
i am trying to run a GARCH unit root test for one variable where dls represents the de-trended log of stock price and lstock is the log of stock, my main problem is how to make the program include cases like arch(0,1) and arch(1,0). When I use the command for !k= 0to 9 it will not run the program. S...
- Thu Sep 02, 2010 8:12 pm
- Forum: Programming
- Topic: how to loop and use lags
- Replies: 1
- Views: 2645
how to loop and use lags
i am new to programing in Eviews. what i would like to do is an Estar unit root test. the test is something like LS dy= y(-1)^3 dy(-1) dy(-2) ... dy(9) where dy stands for a the first difference of y. now my question is how to creat a program that will run all the possible output for each 9 lags. i ...
