Search found 5 matches
- 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?
- 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'...
- 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?
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?
- 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...
- 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...
