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Calculating GARCH on EViews from an Excel sheet
Posted: Tue Jan 13, 2015 7:56 am
by Ziller
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!!!
Re: Calculating GARCH on EViews from an Excel sheet
Posted: Tue Jan 13, 2015 9:15 am
by EViews Gareth
What have you done so far?
Re: Calculating GARCH on EViews from an Excel sheet
Posted: Tue Jan 13, 2015 9:22 am
by Ziller
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...
Re: Calculating GARCH on EViews from an Excel sheet
Posted: Tue Jan 13, 2015 9:26 am
by EViews Gareth
Re: Calculating GARCH on EViews from an Excel sheet
Posted: Tue Jan 13, 2015 9:38 am
by Ziller
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.
Re: Calculating GARCH on EViews from an Excel sheet
Posted: Tue Jan 13, 2015 10:00 am
by Ziller
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?