ECHARH ...specifying an equation

[m.sultan]

Hi eviews Gareth

I am trying to estimate a main equestion by EGHARCH. My main equation is: r_t=α+θσ_t^2+(ϕ_0+ϕ_1 σ_t^2 ) r_(t-1)+ε_t Specification for the variance in the main equation is EGARCH. The eviews 8 users guide helped me to set specification of EGARCH model but I can not until now specify the conditional main equation in specification equation dialog. So I hope to get help in specifying this equation