Hi everybody
I'm currently estimating an ARCH model using two different error distribution assumptions:
- Generalized Error (GED)
- Student's t
When on the estimation window I don't fix the value of the parameters (GED's r, T's v), instead I let Eviews find them for me.
I would like to know if there's any equation data member (e.g. @aic, @hacbw, @coefs..) that holds the value of each parameter whenever I use a given distribution assumption. I've been over the documentation several times but I haven't found any pointers and I wanted to check with the forum before starting a table scheme for data extraction.
By the way I'm using Eviews v.7.1
Thanks in advance, regards.
Lucas
Quick Question on Equation Data Members
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Lucas.mateo.gomez
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EViews Gareth
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Re: Quick Question on Equation Data Members
It is stored in the @coefs, along with all the other parameter estimates.
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Lucas.mateo.gomez
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Re: Quick Question on Equation Data Members
Thanks Gareth, I appreciate it. I was actually revisiting that option a few minutes ago, found out it was there all the time.
Best,
Lucas
Best,
Lucas
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