EViews.com

Hi All, I am trying to measure the volatility of the variables below. I'm not sure when i should be using first difference, log, or log difference. Can someone please explain this to me? Thanks LT Interest Rate ST Interest Rate Relative Equity Return (using 2 stock indices) GDP Growth spread between...

Hi there,

I have a novice question. If I have non-stationery data, how do I go about in making it Stationery in Eviews 6.0?

Thanks

Please see attached the data that I am using. Thanks.

Hi there, I am researching the source of the volatility of the South African Rand/ US Dollar exchange rate. I'm needing some assistance regarding the best method of constructing the model. The explanatory variables that are being tested are: ZAR/USD exchange rate Net purchases of bonds by non-reside...

Hi All, I am looking at modelling the volatility of numerous economic variables using GARCH (1,1) analysis. These variables include exchange rates, GDP, interest rates, etc My question is, is it necessary to transform the raw data into a volatility series using a volatility metric or can I use the d...