Search found 3 matches
- Wed May 15, 2013 8:22 am
- Forum: Programming
- Topic: How do i store the degr. of freedom in rolling GARCH?
- Replies: 5
- Views: 6180
Re: How do i store the degr. of freedom in rolling GARCH?
Well, I want to store the "T-DIST.DOF" number that appears with every regression estimate of my forecasts. I.e. I want to get a series of 561 degrees of freedoms from each estimate that corresponds with the variances that I have forecasted. I am having trouble understanding how to use the ...
- Wed May 15, 2013 8:01 am
- Forum: Programming
- Topic: How do i store the degr. of freedom in rolling GARCH?
- Replies: 5
- Views: 6180
Re: How do i store the degr. of freedom in rolling GARCH?
Hello Gareth,eq.@df ?
I have never done any programming in eviews before, would you mind telling me where to insert the eq@df so that the program would work?
- Wed May 15, 2013 6:08 am
- Forum: Programming
- Topic: How do i store the degr. of freedom in rolling GARCH?
- Replies: 5
- Views: 6180
How do i store the degr. of freedom in rolling GARCH?
Hello, I have written some code to be able to forecast conditional variance with a GARCH model (with a rolling estimation window). I am using the t-distribution, and for each regression there's a number for the degrees of freedom. My question is, how do i adjust my code so that the degrees of freedo...