Search found 2 matches
- Sun Jun 05, 2011 3:53 pm
- Forum: Estimation
- Topic: Forecast of variance by GARCH model
- Replies: 20
- Views: 26562
Re: Forecast of variance by GARCH model
Hi, I think I have the same issue as you mentioned. I use EGARCH (3,3) to estimate my forecast (by clicking on forecast tab) and Eviews returns zero for my one step ahead forecast. When I use the estimation equation and calculate using Excel I have different result which is not zero. I have tried on...
- Tue Sep 14, 2010 5:39 pm
- Forum: Estimation
- Topic: Overflow in Egarch Estimation
- Replies: 0
- Views: 2309
Overflow in Egarch Estimation
Hi, I am using Eviews 7 and I have encounter the "Overflow" message in my EGARCH estimation process. The strange part about it is that when I run the observations from 1997m01 to 2007m02 (or period shorter than this), the egarch estimation is just fine. However, when I add in one more obse...
