Search found 5 matches

by penguin006
Thu Jul 18, 2013 3:11 am
Forum: Programming
Topic: GARCH rolling forecast
Replies: 8
Views: 7795

Re: GARCH rolling forecast

What are you trying to do with that line?
hi, I am changed this code , and it looks like worked. Could you please check it for me?


many thanks.
by penguin006
Wed Jul 17, 2013 4:51 pm
Forum: Programming
Topic: GARCH rolling forecast
Replies: 8
Views: 7795

Re: GARCH rolling forecast

You can't use @last like that.

thank you for your reply, but i am not very clear about use @last like, could you please explain it ?
by penguin006
Wed Jul 17, 2013 4:43 pm
Forum: Programming
Topic: GARCH rolling forecast
Replies: 8
Views: 7795

Re: GARCH rolling forecast

From the look of your code, it looks like you have to have an equation object open when running it (that's what the _this.@command is for anyway, I presume). Do you have an equation open? oh yes, I am tried again, it worked! thank you!!! , but it said Matrix size mismatch in "COLPLACE(COEFMAT,...
by penguin006
Wed Jul 17, 2013 4:39 pm
Forum: Programming
Topic: GARCH rolling forecast
Replies: 8
Views: 7795

Re: GARCH rolling forecast

Which version of EViews?
hi,
I am using eviews 7.2. thank you
by penguin006
Wed Jul 17, 2013 4:28 pm
Forum: Programming
Topic: GARCH rolling forecast
Replies: 8
Views: 7795

GARCH rolling forecast

hi everyone, I am having some trouble with rolling volatility forecasts. I have a file containing 4208 observations and I choose 1-4000 as in sample observations and 4001-4208 as out of sample observations, when I run the code, it said %CMND is not defined or is an illegal command in ''CMND = _THIS....

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