Hello,
I actually corrected my mistake.Thank you anyway
Search found 4 matches
- Tue Jul 30, 2013 6:59 pm
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32873
- Mon Jul 29, 2013 8:59 pm
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32873
Re: Forecasting
I have 5 countries. for each country i found rt= log(pt)-log(pt-1). I inserted these log returns into eviews for each 5 countries. Thats all I did. Then I tested for ARCH effects, correlation, normality, I estimated the models and then when I do the forecast I get NA in the forecasting variance and ...
- Mon Jul 29, 2013 7:58 pm
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32873
Re: Forecasting
no! i am testing for garch(1,1) tgarch(1,1,1) and egarch(1,1). i estimated the models by including the loged daily returns.
thank you in advance
thank you in advance
- Mon Jul 29, 2013 4:33 pm
- Forum: Estimation
- Topic: Forecasting
- Replies: 34
- Views: 32873
Re: Forecasting
Hello, I have an in sample from 1st april 2002 till 30 march 2011 and an out of sample from 1 april 2011 til 30 march 2012. when I forecast using dynamic method the variance and covariance proportions turn out to be NA. Also when I use static methos and generate the new variable lets say FORECAST al...