GARCH rolling forecast

[penguin006]

hi everyone,

I am having some trouble with rolling volatility forecasts.

I have a file containing 4208 observations and I choose 1-4000 as in sample observations and 4001-4208 as out of sample observations, when I run the code, it said %CMND is not defined or is an illegal command in ''CMND = _THIS.@COMMAND'', Perhaps, I'm not getting something right. can anyone tell me how to change the code? these attachments are my program and eviews work file.

Thanks a lots.

[EViews Gareth]

Which version of EViews?

[penguin006]

Which version of EViews?

hi,
I am using eviews 7.2. thank you

[EViews Gareth]

From the look of your code, it looks like you have to have an equation object open when running it (that's what the _this.@command is for anyway, I presume).

Do you have an equation open?

[penguin006]

From the look of your code, it looks like you have to have an equation object open when running it (that's what the _this.@command is for anyway, I presume).

Do you have an equation open?

oh yes, I am tried again, it worked! thank you!!! , but it said Matrix size mismatch in "COLPLACE(COEFMAT,EQ01.@COEFS,1)".
Syntax error in "IF @LAST < 806 THEN".

[EViews Gareth]

You can't use @last like that.

[penguin006]

You can't use @last like that.

thank you for your reply, but i am not very clear about use @last like, could you please explain it ?

[EViews Gareth]

What are you trying to do with that line?

[penguin006]

What are you trying to do with that line?

hi, I am changed this code , and it looks like worked. Could you please check it for me?


many thanks.