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EGARCH progam
Posted: Tue Aug 26, 2014 11:40 pm
by 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}
Re: EGARCH progam
Posted: Wed Aug 27, 2014 6:28 am
by EViews Gareth
The error message is correct. There is no egarch view for equations. What are you trying to do?
Re: EGARCH progam
Posted: Wed Aug 27, 2014 10:37 pm
by Mamona
Can you help me to make its egarch view?
Re: EGARCH progam
Posted: Wed Aug 27, 2014 10:39 pm
by EViews Gareth
I don't understand the question.
Re: EGARCH progam
Posted: Wed Aug 27, 2014 11:50 pm
by 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}
Re: EGARCH progam
Posted: Thu Aug 28, 2014 7:57 am
by 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.
Re: EGARCH progam
Posted: Thu Aug 28, 2014 12:15 pm
by 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!
Re: EGARCH progam
Posted: Thu Aug 28, 2014 12:17 pm
by EViews Gareth
What exactly does your program look like?