hi
i am very confued by the variance equation edit box in eviews. whenever i try to add a lag term of GARCH into the variance equation, eviews reminds me the GRACH is undefined? does the eview can only recognise the series in the workfile?Is it possible to include a Garch(-1) term into the variance equation in eviews? thank you in advance
variance equation in GARCH
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EViews Gareth
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variance equation in GARCH
It only recognizes series in the workfile.
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jeffrey802
- Posts: 3
- Joined: Thu Aug 09, 2012 11:39 pm
Re: variance equation in GARCH
i see, so the only way to include the GARCH(-1) into the variance equation is programming. can i get any guide for programming this problem?thank you for the reply
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jeffrey802
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- Joined: Thu Aug 09, 2012 11:39 pm
Re: variance equation in GARCH
i see, so the only way to include the grach(-1) is programming. where can i get the codes for grach in eviews 7? thank you
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