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Dear All, I have a bit of a problem interpreting the results of a simulation I ran. I wanted to model (forecast) the volatility of Dax 2 years (500) days in advance using TGARCH with student distribution and TGARCH with bootstraping. To my surprise I found the that the final cumulative return distri...

Thank you Gareth! Finally I solved the problem this way: freeze(cov) g.cov cov.save(t=csv, f, r=a1:f7) %filename My problem with your solution was that upon opening the Excel file it always returned an error message saying the "Some data maybe lost!" Do you have any idea why that happens? ...

Hello All,

Could you please help me how to export a Covariance matrix to Excel? I tried to freeze the output from the group of time series in question but what works by the point and click way doesn't seem to work when I try to program it...

Best regards,

Laszlo

I don't follow the question.

Sorry, I have just realised that I overcomplicated things... Thank you for the answer! I'm sure it will work fine!

Hello Gareth, Thank you for the answer! Then maybe wfopen is my solution (though I like the second one as well). However wfopen brings up a new question for me: how to achieve that the workfile to be imported in shall be updated each day with the relevant data/dates from the Excel... Best regards, L...

Hello All, Could you help me how I could import an Excel file into Eviews in which the length of the time series changes (grows) every day by 1. When I use the following line: workfile name d 01/01/2006 23/04/2009, the end of the range should change let's say to today's date... Thank you for your he...

Hello All, Could you please tell what is the difference in using Engle-Granger and Johansen method for testing cointegration? I want to estimate if there are cointegration relations among let's say 3 stock indices (A, B, C). Now what if I find cointegrations between A-B and B-C but not between A-C u...

Hello All,

Is there a way to retrieve McKinnon ADF values in Eviews for use in an Engle-Granger 2 step cointegration estimation?

Thank you for the help!

Laszlo

Hello Gareth,

This seems to be working... Great help! Many thanks! :D

Laszlo

Hello All, I would need a code to do pairwise regressions to test for cointegration relations among 8 variables with the Engle-Granger method (e.g. first running simple LS regressions then testing for the stationarity of the error terms). I know that it would mean running (n*(n-1))/2 (8*7/2=28) regr...

Hello!

I know that method! I would like to do the same in an Eviews program... Something like: "select gdp" where the name of the series in "gdp"...

Hello!

Could you help me how I can select a series from a a workfile on which a couple of tests could be run? There are several series in the workfile and after running the Eviews program it does every test on the first series in the workfile...

Many thanks!