Calculating GARCH on EViews from an Excel sheet

For questions regarding programming in the EViews programming language.

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Ziller
Posts: 17
Joined: Tue Jan 13, 2015 7:41 am

Calculating GARCH on EViews from an Excel sheet

Postby Ziller » Tue Jan 13, 2015 7:56 am

Good morning everyone!

I have an Excel sheet in which, daily, I have a serie of 505 observations of some prices.

I´d like to use a GARCh model to calculate volatility, kurtosis and also Skewness.

Once that I´ve never used VBA to access EViews 8, I don´t know the wauy to do this.

Can anyone help me please?!?!?!

Many tks!!!

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

Re: Calculating GARCH on EViews from an Excel sheet

Postby EViews Gareth » Tue Jan 13, 2015 9:15 am

What have you done so far?

Ziller
Posts: 17
Joined: Tue Jan 13, 2015 7:41 am

Re: Calculating GARCH on EViews from an Excel sheet

Postby Ziller » Tue Jan 13, 2015 9:22 am

Gareth,

Unfortunatelly, just the spreadsheet on Excel and the instalation of the EViews 8.0 type library...

I even used a vba that opens EViews, but I still don´t know even how to export data to EViews.

So, I´ve done almost nothing...

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

Re: Calculating GARCH on EViews from an Excel sheet

Postby EViews Gareth » Tue Jan 13, 2015 9:26 am


Ziller
Posts: 17
Joined: Tue Jan 13, 2015 7:41 am

Re: Calculating GARCH on EViews from an Excel sheet

Postby Ziller » Tue Jan 13, 2015 9:38 am

I´ve read this paper, but it did´t helped me that much...

I think because of the difference betwen the Excel and EViews versions I´m using, (2010 and 8, respectively), some commands are not working properly.

I will prepare the files I´m using so that I can send you and explain what I need.

Ziller
Posts: 17
Joined: Tue Jan 13, 2015 7:41 am

Re: Calculating GARCH on EViews from an Excel sheet

Postby Ziller » Tue Jan 13, 2015 10:00 am

Sorry to be bothering you all, but, I´m havimg another problem...

I´m using the steps described on the whitepaper EViews COM Automation to add References, but everytime I close an Excel sheet, it has been disabled, and because of it I have to enable it again.

Is there a way I can let it active, unless I go and disable it again?


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