Hey!
I'm trying to run ARCH/GARCH/EGARCH in a loop writing a code and Eviews doesnt accept equationeq_!i = .... as a command. It doesnt regard it as an equation. Does anyone know what it would be???
Search found 2 matches
- Thu Apr 04, 2013 3:39 am
- Forum: Programming
- Topic: Running GARCH model repeatedly in different pages
- Replies: 3
- Views: 3235
- Sat Mar 30, 2013 5:04 pm
- Forum: Programming
- Topic: ARCH, GARCH, AR(k) EGARCH
- Replies: 0
- Views: 1536
ARCH, GARCH, AR(k) EGARCH
Hi everyone, I am currently working on how to model volatility of multiple Exchange Rates using ARCH, GARCH and AR(k) EGARCH. However, I have problems writing a programing code for this as I have just never learned the commands. Sooo, is there someone who could give me an example how the above named...