Search found 7 matches

by DB916
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...
by DB916
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...
by DB916
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...
by DB916
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!
by DB916
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
by DB916
Wed Sep 01, 2010 9:54 pm
Forum: Data Manipulation
Topic: Data frequency conversion
Replies: 3
Views: 4270

Re: Data frequency conversion

*Solved*
by DB916
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

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