EViews.com

So is there any way to access the degress of freedom in Eviews 6 ? This is exactly what I need too.

Thanks!

Hi there - I'm trying to estimate an ARCH(q)-model for a time series of approximately 2000 observations and decided to use the Schwarz-Bayes information criterion to determine the lag order q. Now my question: The lowest SIC I obtained was for the ARCH(9)-model. However I have one insignificant para...

Ok, but if I use the mean and the estimated standard deviation for each day of the time series, I will get a VaR number as well for each day of the time series. What I need though is the 1-day value-at-risk value for a confidence level of e.g. 95% for the whole time horizon of the historical data. H...

So I'm not sure if I was clear - and probably delcaring the VAR as a series is wrong anyways since I only want one number! I'm looking for the conditional standard variation of a time series using GARCH(1,1). What I am getting with the formula below is a time series with a standard deviation value f...

Hello everybody! I'm actually writing my Master's thesis right now and got stuck on a (I think not too complicated problem) which I just can't figure out. What I want to do is to estimate the Value-At-Risk, given a time series of the German Stock Index DAX for a time horizon of 10 years. With the Va...