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!!!
Calculating GARCH on EViews from an Excel sheet
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
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EViews Gareth
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Re: Calculating GARCH on EViews from an Excel sheet
What have you done so far?
Re: Calculating GARCH on EViews from an Excel sheet
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...
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...
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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
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.
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.
Re: Calculating GARCH on EViews from an Excel sheet
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?
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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