Search found 3 matches

by jeffrey802
Fri Aug 10, 2012 12:44 am
Forum: Estimation
Topic: variance equation in GARCH
Replies: 3
Views: 2846

Re: variance equation in GARCH

i see, so the only way to include the grach(-1) is programming. where can i get the codes for grach in eviews 7? thank you
by jeffrey802
Fri Aug 10, 2012 12:40 am
Forum: Estimation
Topic: variance equation in GARCH
Replies: 3
Views: 2846

Re: variance equation in GARCH

i see, so the only way to include the GARCH(-1) into the variance equation is programming. can i get any guide for programming this problem?thank you for the reply
by jeffrey802
Thu Aug 09, 2012 11:50 pm
Forum: Estimation
Topic: variance equation in GARCH
Replies: 3
Views: 2846

variance equation in GARCH

hi i am very confued by the variance equation edit box in eviews. whenever i try to add a lag term of GARCH into the variance equation, eviews reminds me the GRACH is undefined? does the eview can only recognise the series in the workfile?Is it possible to include a Garch(-1) term into the variance ...

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