Search found 3 matches
- Mon Oct 08, 2012 1:58 am
- Forum: Econometric Discussions
- Topic: (E)GARCH, R^2, Groups Estimation
- Replies: 9
- Views: 15999
Re: (E)GARCH, R^2, Groups Estimation
hey guys i have a question, i estimated an egarch model, i gave my estimation results below. i want to ask something about the variance equation. i dont know how to interpret that coefficients? what c(4) c(5) and the other coefficents stand for? which one is the assymetry term? could you please help...
- Sat Aug 18, 2012 2:00 pm
- Forum: Econometric Discussions
- Topic: interpreting cointegration coefficients (johansen coint test
- Replies: 0
- Views: 2012
interpreting cointegration coefficients (johansen coint test
hello everyone, i have never needed to interpret cointegration coefficients before. It was enough to see whether there is a cointegrated vector or not for me. but this time i need to know how to interpret that coefficients. my question is; how can we know cointegration coefficients are statistically...
- Wed Feb 08, 2012 7:22 am
- Forum: Programming
- Topic: can anyone help? programming arma
- Replies: 1
- Views: 2285
can anyone help? programming arma
hello everybody, im working on an exapmle file to learn programming. i found a book and tried a program to define the arma order but i got following error; For statement unterminated in"FOR !P=0 TO PMAX" i also couldnt manage to create string variable too... i am sending the programme comm...
