Search found 5 matches

by sir_alex92
Tue Oct 01, 2013 9:54 am
Forum: Data Manipulation
Topic: cumulative distribution function in Eviews 6
Replies: 1
Views: 2604

cumulative distribution function in Eviews 6

How does the @ctdist function in eviews work? it has two input arguments, i dont understand what are they. Suppose I have a standardized residual series from a GARCH model, how can i use @ctdist function to transform my series?
by sir_alex92
Mon Sep 30, 2013 10:09 am
Forum: Econometric Discussions
Topic: standardized residual of ARMA-tGARCH
Replies: 0
Views: 1605

standardized residual of ARMA-tGARCH

As said in the subject, what does it refer to when you say standardized residual of ARMA-tGARCH model? Is it the residual we got after estimate the ARMA model or the residual of the tGARCH model? I come up with this term in a papers and i'm quite confused by it. Excuse me for this silly question, i'...
by sir_alex92
Sat Sep 21, 2013 9:20 am
Forum: Econometric Discussions
Topic: ARMA(0,0) model
Replies: 2
Views: 6725

Re: ARMA(0,0) model

Tks you, Startz.
there is another thing, in this papers, the author states that he use ARMA(0,0)-TGARCH(1,1) as the marginal distribution function of his variables. suppose i have estimate this model how can i transform it into the quantile function of my variables?
by sir_alex92
Fri Sep 20, 2013 7:48 am
Forum: Econometric Discussions
Topic: ARMA(0,0) model
Replies: 2
Views: 6725

ARMA(0,0) model

I'm studying a papers about the hedging for US dollar with gold. In this papers, author uses ARMA(0,0)-TGARCH(1,1) as the marginal distribution model for gold's return, i dont understand what the model ARMA(0,0) means. Can anyone help me out with this? And how can you estimate such a model with evie...
by sir_alex92
Sun Feb 03, 2013 7:26 pm
Forum: Econometric Discussions
Topic: Help with ARDL model
Replies: 0
Views: 1880

Help with ARDL model

Hello! I'm a student in VietNam and i'm studying about the ARDL model for my research papers. The problem is i cant find any textbook or document about this model. Can you guy please help me out by share with some training documents, practice book...anything you think is helpful. I'll be very apprec...

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