EGARCH progam

[Mamona]

I run the program and recieve error message EGARCH is not a valid view for the equation. Please help me to correct the program.
equation eq1{!a}.arch y{!a} c y{!a}(-1)
eq1{!a}.egarch
eq1{!a}.makederivs derv_it01{!a} derv_it02{!a}
eq1{!a}.makeegarch zit{!a}

[EViews Gareth]

The error message is correct. There is no egarch view for equations. What are you trying to do?

[Mamona]

Can you help me to make its egarch view?

[EViews Gareth]

I don't understand the question.

[Mamona]

I meant to say, What can I write for ''egarch'' in running a loop? the following program is for the GARCH view of the equation? can I make this for the log garch view?
plz help!
equation eq1{!a}.arch y{!a} c y{!a}(-1)
eq1{!a}.garch
eq1{!a}.makederivs derv_it01{!a} derv_it02{!a}
eq1{!a}.makegarch zit{!a}

[EViews Gareth]

Still not 100% clear. But this line:

Code: Select all

equation eq1{!a}.arch y{!a} c y{!a}(-1)

is the line that estimates a GARCH model.

Change it to:

Code: Select all

equation eq1{!a}.arch(egarch) y{!a} c y{!a}(-1)

to estimate an EGARCH model.

[Mamona]

@EViews Gareth thanks for the help. I have tried the command you have suggested for egarch '' equation eq1{!a}.arch(egarch) y{!a} c y{!a}(-1)'' again got struck with the error message that egarch is not defined. please help!

[EViews Gareth]

What exactly does your program look like?