EViews.com

Might be a fun idea to alter the correlation function to allow conditional corr (DCC). I'll see what I come up with.

dgrade, ecba, ecbs, gann are dummy's

thanks

Thanks for the reply.

What does mydate correspond to? Is that my imported file? If so, which import method should be used?

So far, all attempts to import the text file result in a series the length of the index propagated with NA's.

Sorry for any confusion.

After querying related threads, I still have a question regarding dummy variables. Say I have a .txt file with 130 dates in the format "yyyy-mm-dd" that represent the release of an inflation report. I want to create a series in my workfile of 5000 obs which only equals one if the dates fro...

Thank you, Garth, for coming through in a big way. I'm having some convergence issues myself. Aside from the strange things going on in the Greek data, any ideas as to what it could be causing issues with implementing ARCH-M? I'll try using data from a "normal" country and see if that chan...

Base equation: Rd,t = ß0 + ß1Rg,t + ε,t ,where Rd is the domestic yield @ time t and Rg is the German yield @ time t Taking the first difference of yield levels to satisfy unit-root stationarity and adding exogenous dummy variables for the global crisis and Greek/Spanish government debt downgrades, ...

Hey EV gurus, Relatively new to EViews, so I appreciate your time and patience. I am using EViews 7.1. I have a workfile of 13 countries' bond yields for which I am attempting to model volatility dynamics using GARCH-M. The data ranges from 1/1/1990 to 2/29/2012 for a total of about 5800 obs. Since ...