GARCH Models

For econometric discussions not necessarily related to EViews.

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brennan6738
Posts: 31
Joined: Tue Sep 08, 2009 1:28 pm

GARCH Models

Postby brennan6738 » Wed Jan 19, 2011 5:21 pm

Does anyone know why there is no Make Model option under Proc when you are estimating a GARCH Model? Also, when you are making a model that is both Stochastic and Static is there a way to get Eviews to forecast multiple periods forward rather than just one period at a time?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: GARCH Models

Postby EViews Gareth » Wed Jan 19, 2011 5:38 pm

The answer to the first is probably that the model object can't handle the error structure that a GARCH equation imposes.
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