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Hi everybody, I have to estimate a model with restriction and one of the restriction is to estimate ht = c + VIX_t-1 But when i put 0 and 0 for Garch and Arch parameter eviews send the error : "Specification must include at least one Arch or Garch term" So i have made a new conditional var...

Hi everybody i need your help i have to estimate : http://img4.hostingpics.net/pics/856247Capturedcran20130930175601.png Where i have to estime : lambda, omega,beta,alpha,gamma and zt--> N(0,1) Is there a way to do it without write a code, but directly in eviews ? i do not know how to proceed, could...

Thanks for answer. I want to test if use technical analysis to forecast price is a good way. In fact ii i find that their is a random walk i'm sure that technical analysis bring nothing the analyst. If i found that their is not random walk and if i find that their is serial-correlation between past ...

no i have done the dick fuhler test and their is a unit root

Sont i cant regress Pt = Pt-1 + ut

due to the presence of this unit root ?

Hi everybody I would like to test that stock market price follow a random walk. So i did stochastic calculus and i saw that a random walk with a drift could be written like that : Yt = Y0 + b.dt + o.dWt ... Where b.dt is the drift and dWt is wienner or brownien process So in eviews if i generate x =...

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Hi could please tell me if what i say is good. http://img11.hostingpics.net/pics/541721Capturedcran20121117124818.png So here we can see that for 5% the trace statistic is superior to the critical value. So we reject the null hypothesis that "none" variable are co-integrated. After we also...

thanks for answer, I don't know how to proceed. i have my garch equation : h(t) = c + 0,15 ut-1^2 + 0,88h(t-1) so io should estimate the sigma(t+1). But i can't estimate ht(t+2) (t+3) ... cause i don't have ut+1 ut+2 ... Forecasting : I have a sample range of 504 observations, so i resize the sample...

Thanks for help

I have another question,

i get that graph :


What does it means ?

thanks

got the answer for my topic, Show next message below thanks

i have found
thx

Hi everybody Would like to ask you about something, In fact i would like estimate the stochastic volatility of the return of Dow jones and cac40 (yes i'm french) :) I would like to use a garch model, but firstly i have found that my return doesn't follow a normal distribution but look like to be a s...