White Test after ARIMA Test
Posted: Thu Nov 26, 2015 3:09 pm
Dear All,
I'm really glad to be part of you in this forum. Actually I'm new comer in Eviews Forum even though I have been using Eviews since university. I'm Sofwan from Indonesia. I'm studying for Master Degree in Economic Development & International Economics, Kocaeli University, Turkey. Now, I'm doing research about performance analysis between Islamic based capital stock and conventional based stock with ARCH GARCH model. I have problem when I'm doing white test to examine heteroskedasticity in my ARIMA's model. My equation model is "ls d(ljkii) c ar(1)". But after view-residual diagnotics-heteroskedasticity tests-White, I got result as follow "@GRAD is not a Genr or series expression function in @GRAD(1)^2". What should I do to treat this problem?. Could you please help me to solve this problem? I'm really appreciate for every kind of solutions that will you give. Thank you so much. :)
I'm really glad to be part of you in this forum. Actually I'm new comer in Eviews Forum even though I have been using Eviews since university. I'm Sofwan from Indonesia. I'm studying for Master Degree in Economic Development & International Economics, Kocaeli University, Turkey. Now, I'm doing research about performance analysis between Islamic based capital stock and conventional based stock with ARCH GARCH model. I have problem when I'm doing white test to examine heteroskedasticity in my ARIMA's model. My equation model is "ls d(ljkii) c ar(1)". But after view-residual diagnotics-heteroskedasticity tests-White, I got result as follow "@GRAD is not a Genr or series expression function in @GRAD(1)^2". What should I do to treat this problem?. Could you please help me to solve this problem? I'm really appreciate for every kind of solutions that will you give. Thank you so much. :)