Generate a series from regression output

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ab00265
Posts: 6
Joined: Thu Nov 29, 2012 2:57 pm

Generate a series from regression output

Postby ab00265 » Thu Nov 29, 2012 3:11 pm

Good evening all!

Forgive me if this is a silly question - I am a beginner.

I have a GARCH-M model, for which I am using to forecast the returns of a stock price index. I have forecasted the conditional mean which is fine, however I would like to be able to generate a series using the equation output, so that I can compare the model estimation to the actual values.

My coursework is in for Monday and I am all done but it would be nice to be able to do this! :D

Thank you!

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

Re: Generate a series from regression output

Postby EViews Gareth » Thu Nov 29, 2012 5:27 pm

What does "generate a series using the equation output" mean?
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