Search found 6 matches

by luisafhc
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...
by luisafhc
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!
by luisafhc
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 ______________...
by luisafhc
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.
by luisafhc
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
by luisafhc
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...

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