Quick Question on Equation Data Members

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Lucas.mateo.gomez
Posts: 2
Joined: Sun Jun 05, 2011 4:40 pm

Quick Question on Equation Data Members

Postby Lucas.mateo.gomez » Mon Jun 06, 2011 9:32 pm

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Quick Question on Equation Data Members

Postby EViews Gareth » Mon Jun 06, 2011 9:37 pm

It is stored in the @coefs, along with all the other parameter estimates.

Lucas.mateo.gomez
Posts: 2
Joined: Sun Jun 05, 2011 4:40 pm

Re: Quick Question on Equation Data Members

Postby Lucas.mateo.gomez » Mon Jun 06, 2011 9:47 pm

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


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