I have one more question.
I have original data with ~1000 observations. Then I estimate ARMA(1,1) model. When I click "View-->Actual, Fitted, Residual Table" then there are only ~700 values in this table. what could be the problem?
Search found 3 matches
- Fri Apr 26, 2013 7:51 am
- Forum: Estimation
- Topic: checking a ready model on out-of-sample data
- Replies: 5
- Views: 3159
- Tue Apr 23, 2013 6:38 am
- Forum: Estimation
- Topic: checking a ready model on out-of-sample data
- Replies: 5
- Views: 3159
Re: checking a ready model on out-of-sample data
thank you.
but is it possible for GARCH model to somehow extract and show numeric values of conditional variance in EViews?
Right now I can only view the graph (View --> Garch Graph --> Conditional Variance)
but is it possible for GARCH model to somehow extract and show numeric values of conditional variance in EViews?
Right now I can only view the graph (View --> Garch Graph --> Conditional Variance)
- Mon Apr 22, 2013 12:19 pm
- Forum: Estimation
- Topic: checking a ready model on out-of-sample data
- Replies: 5
- Views: 3159
checking a ready model on out-of-sample data
Hello! My situation is following: I am developing a GARCH model on stock returns. I have daily data of stock returns for a 4-year period. 1) I want to make a GARCH model based on observations of first 3-years. Let's say it's a Model X. 2) I want to apply the Model X to the 4th year data. (I want to ...