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Hi

I have 2 variables RAU, RUK and I want to run an EGARCH model for these variables so I have figured out this command:

for %i rau ruk
for %j ruk rau
arch(1,1, egarch, ged) {%i} c {%j}(-1)
next
next

It works perfectly that generates 4 equations:
1. RAU C RAU(-1)
2. RAU C RUK(-1)
3. RUK C RAU(-1)
4. RUK C RUK(-1)

Now I would like to make a summary table for the results of these equations. I installed the Adds-in Eqtabs however for this to work I need to save all these 4 equations. So I added equation eq1.arch(1,1, egarch, ged) {%i} c {%j}(-1) to the above commands but it only generates one equation (the last one) out of four.

Can you please suggest what function I should use to save 4 equations?
Is there any way to report a specific coefficient for 4 equations in one table?

Any help is greatly appreciated.

Rather than eq1.arch use eq_{%i}_{%j}.arch

Thanks a lot, Gareth, it works perfectly!!!

Eqtabs only shows the results in the mean equation of the GARCH model. Is there any way to also show the results of the covariance equations?

Sorry to ask again, but does anyone know how to display the results in the covariance equations of the EGARCH in one table?

Any help is greatly appreciated.