Hello,
I am working on my dissertation and was wondering if someone could help me on prgramming EGARCH please?
And also is it possible to view the news impact curve in EViews?
Many thanks.
Search found 3 matches
- Sat May 02, 2009 6:06 am
- Forum: Programming
- Topic: Programming EGARCH
- Replies: 3
- Views: 7224
- Sat May 02, 2009 5:42 am
- Forum: Programming
- Topic: programming GARCH(1,1) with an exogeneous variable
- Replies: 2
- Views: 4720
Re: programming GARCH(1,1) with an exogeneous variable
Many thanks for your help. It worked fine. :)
- Fri May 01, 2009 11:59 am
- Forum: Programming
- Topic: programming GARCH(1,1) with an exogeneous variable
- Replies: 2
- Views: 4720
programming GARCH(1,1) with an exogeneous variable
Hello again,
Could soemone please help on programming GARCH(1,1) and adding an exogeneous variable?
I do the following:
matrix(31,3) garchest_n
matrix(31,3)
for !i=01 to 31
equation eq{!i}.arch(1,1) tr{!i} c
garchest_n(!i,1)=c(3)
garchest_n(!i,2)=c(4)
garchest_n(!i,3)=c(5)
next
Could soemone please help on programming GARCH(1,1) and adding an exogeneous variable?
I do the following:
matrix(31,3) garchest_n
matrix(31,3)
for !i=01 to 31
equation eq{!i}.arch(1,1) tr{!i} c
garchest_n(!i,1)=c(3)
garchest_n(!i,2)=c(4)
garchest_n(!i,3)=c(5)
next