Code: Select all
cd "C:\Users\xxx\Desktop\GARCH_xxx"
wfopen 200
%r1="200"
%r2="480"
for !i=1 to 94
PAGESELECT {%r{!i}}
'mode quiet
smpl @all
smpl 3 1804
equation garch11.ARCH(DERIV=AA) FLUOPNET_{%r{!i}} C TIME SF_D SF_S SF_M D_Q1 D_Q2 FLUOPNET_{%r{!i}}(-1)
garch11.forecast(f=na e) fluopnet_{%r{!i}}_pf
garch11.makegarch var_{%r{!i}}_1p
genr vol_{%r{!i}}=var_{%r{!i}}_1p^.5
plot vol_{%r{!i}}
freeze (vol_{%r{!i}})
group gru_{%r{!i}} vol_{%r{!i}} var_{%r{!i}}_1p
'fluopnet_{%r{!i}}_pf
write(A2, t=xls) "C:\Users\xxx\Desktop\GARCH_xxx\vol_g.xls" gru_{%r{!i}}
nextThanks in advance.
