Specify mean equation for GARCH(p,q)

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tg128
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Joined: Mon Sep 22, 2008 1:10 pm

Specify mean equation for GARCH(p,q)

Postby tg128 » Mon Jul 18, 2011 5:25 am

Hi, just wondering how I can specify the mean equation for GARCH(p,q) please? Many thanks!
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Specify mean equation for GARCH(p,q)

Postby EViews Gareth » Mon Jul 18, 2011 7:56 am

It is pretty well labeled in the ARCH estimation dialog. You fill in the box that is called "Mean Equation".
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