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Hi,

Was trying to estimate dynamic conditional correlation but received the following error msg:

"For statement unterminated For !z = 1 to 1"

The part of the program code which I believe led to the error msg is:
!reps=1
For !z = 1 to !reps

Does anyone have any idea what's the missing link? Thanks v much.

You have a for statement without a closing next statement. Read the programming chapter of the User Manual for more information.

Hi,

Thanks for the tip. Worked out the program code. Got a technical question here regarding DCC. There's DCC INT and DCC MR. I got the results for both and in most instances, results from both are pretty similar. However, there are one or two instances that the correlation from DCC MR turn out to be pretty volatile. First time trying out DCC so was wondering if this is possible or should I be re-checking the program code?

Hi,
I'm Teng, a PhD research student. I'm fairly new in EVIEWS and ZERO knowledge in programming.
I need help and guidance on how to use the DCC EVIEWS program codes to run my data.

I will be using the Engel's DCC mean reverting model for my research. I have the EVIEWS programs and the workfile for journal titled : "Dynamic Conditional Correlation-a simple class of multivariate GARCH models" by Robert Engle.

How to only run the DCC mean reverting model procedures after I load my data in the workfile?

Attached are the codes and workfile for the above mentioned journal.

Urgently need help. Hope to receive your reply very soon.

Thank you very much.