Search found 3 matches

by shadow
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...
by shadow
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...
by shadow
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...

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