Search found 2 matches

by banhong86
Wed May 01, 2013 10:00 pm
Forum: Programming
Topic: Matrix to Series (Eviews 7)
Replies: 5
Views: 11456

Re: Matrix to Series (Eviews 7)

Hi Gareth, I have just started using EViews. Below are the codes from me to gather two vectors data into a matrix. I wanted to add up both the r2s and covariance from the same row, thus I opted to use @rsum, how it failed. Could you please give me some advice on this? Is there a way to add up the ro...
by banhong86
Mon Mar 11, 2013 7:35 pm
Forum: Estimation
Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Replies: 58
Views: 148435

Re: HOW TO ESTIMATE A GARCH (1,1) (2,2) (1,2) (2,1) MODELS?

Hi, I'm a beginner for EViews. Currently I have a file named Canada Xchange Rate (as attached below). I am trying to estimate the GARCH (1,1), (2,2), (1,2) and (2,1) models in one script file. My script file is as follows: 'change path to program path %path = @runpath cd %path ' load workfile load c...

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