Search found 6 matches
- Sun Nov 06, 2011 9:33 am
- Forum: Econometric Discussions
- Topic: ARCH WITHOUT MODEL
- Replies: 0
- Views: 1790
ARCH WITHOUT MODEL
HI! I'm working with London Fix silver data prices, since 30/09/08 to 30/09/11. I make Heteroskedastity Test - ARCH and Prob. Chi-Square is zero. I'm looking for an ARCH model (maybe GARCH, TARCH, EGARCH) but i can't find one To validate mean and variance equations, I analyse residual tests (correlo...
- Thu Oct 06, 2011 12:03 pm
- Forum: Data Manipulation
- Topic: ACF AND PACF VALUES
- Replies: 7
- Views: 12830
Re: ACF AND PACF VALUES
Thanx a Lot...
Without your help... This code will be a disaster!
Without your help... This code will be a disaster!
- Mon Oct 03, 2011 9:53 am
- Forum: Data Manipulation
- Topic: ACF AND PACF VALUES
- Replies: 7
- Views: 12830
Re: ACF AND PACF VALUES
I Appreciated so much all the replies of my post. I don't know a lot of EViews programming, but startz says that I can copy the relevant cells into into another table. How Can Do That? I Have a program but i would like to attach ACF and PACF Values into a group called datos PROGRAM :D ______________...
- Sun Oct 02, 2011 5:27 pm
- Forum: Data Manipulation
- Topic: ACF AND PACF VALUES
- Replies: 7
- Views: 12830
Re: ACF AND PACF VALUES
Jeje
Hi startz!
I Can Copy and paste the values 10 times, but i wonder if this is necessary.
There's no program to do that?
Thanks.
Hi startz!
I Can Copy and paste the values 10 times, but i wonder if this is necessary.
There's no program to do that?
Thanks.
- Sun Oct 02, 2011 4:06 pm
- Forum: Data Manipulation
- Topic: ACF AND PACF VALUES
- Replies: 7
- Views: 12830
ACF AND PACF VALUES
HI!
I Need some help...
I Have 10 correlogram simulations, everyone with 5 lags. I would like to freeze ACF and PACF values in a table.
Can i do that?
Thanks.
:D
I Need some help...
I Have 10 correlogram simulations, everyone with 5 lags. I would like to freeze ACF and PACF values in a table.
Can i do that?
Thanks.
:D
- Sun May 15, 2011 2:04 pm
- Forum: Data Manipulation
- Topic: ARMA programming
- Replies: 0
- Views: 2102
ARMA programming
Hi, I'm trying to program an ARMA(1,1) code simulation but i have some problems. First, i need to simulate 10 times with 4000 iterations the next items: 1. Mean 2. Variance 3. Autocovariance 4 Autocorrelation (ACF) 5. Parcial Autocorrelation (PACF) So, i need to create a vector who saves the results...
