Search found 7 matches
- Mon Oct 04, 2010 9:30 am
- Forum: Estimation
- Topic: ARMA structure for Multivariate GARCH model
- Replies: 3
- Views: 4448
Re: ARMA structure for Multivariate GARCH model
Thanks Gareth. So the command is Object > New Object > System? Can you explain to me the code that you sent to me please? How would I say write the code to denote an AR(3) process which was required to get rid of the autocorrelation? Does Eviews 7 permit MA structure to be introduced into the equati...
- Mon Oct 04, 2010 9:20 am
- Forum: Estimation
- Topic: ARMA structure for Multivariate GARCH model
- Replies: 3
- Views: 4448
ARMA structure for Multivariate GARCH model
Hi all, Im using Eviews 6 at the moment and right now i have a series of data. I want to get rid of the autocorrelation by introducing a ARMA structure model. How would I do this? The topic im doing at the moment involves the multivariate GARCH models such as the BEKK model. Can u give me the instru...
- Wed Sep 08, 2010 9:44 am
- Forum: Estimation
- Topic: Multiple Beta testing
- Replies: 1
- Views: 2435
Multiple Beta testing
Hey everyone, I need to generate an equation in the form: y = a + 'sum of' 'Beta"i" * [( X) - D] Couldnt write the sum of sign here but it is sum of i=1 to i=6 of Beta "i" X contains a 2 variables which takes on a value at a certain time in the observation D is the dummy variable...
- Thu Sep 02, 2010 10:11 pm
- Forum: Data Manipulation
- Topic: How to sum up observation?
- Replies: 8
- Views: 18456
Re: How to sum up observation?
thank you!
- Thu Sep 02, 2010 9:18 pm
- Forum: Data Manipulation
- Topic: How to sum up observation?
- Replies: 8
- Views: 18456
How to sum up observation?
Im using :eviews6:
And i wish to sum up a series
Any ideas?
Thanks
And i wish to sum up a series
Any ideas?
Thanks
- Wed Sep 01, 2010 9:54 pm
- Forum: Data Manipulation
- Topic: Data frequency conversion
- Replies: 3
- Views: 4270
Re: Data frequency conversion
*Solved*
- Wed Sep 01, 2010 4:02 am
- Forum: Data Manipulation
- Topic: Data frequency conversion
- Replies: 3
- Views: 4270
Data frequency conversion
*DW*
Did something wrong.
Thank you
Did something wrong.
Thank you
