variance equation in GARCH

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jeffrey802
Posts: 3
Joined: Thu Aug 09, 2012 11:39 pm

variance equation in GARCH

Postby jeffrey802 » Thu Aug 09, 2012 11:50 pm

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

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

variance equation in GARCH

Postby EViews Gareth » Fri Aug 10, 2012 12:10 am

It only recognizes series in the workfile.

jeffrey802
Posts: 3
Joined: Thu Aug 09, 2012 11:39 pm

Re: variance equation in GARCH

Postby jeffrey802 » Fri Aug 10, 2012 12:40 am

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

jeffrey802
Posts: 3
Joined: Thu Aug 09, 2012 11:39 pm

Re: variance equation in GARCH

Postby jeffrey802 » Fri Aug 10, 2012 12:44 am

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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