EViews.com

Hello,
I want to calculate the p-value for a non-linear combination of coefficients estimated in an ARCH/GARCH model in EViews. Is there a way integrated into EViews to calculate the variance and p-value of a nonlinear combination of coefficients (as with the nlcom command in stata)? Or do you have to extract the variance-covariance matrix, calculate the partial derivatives and program the Delta method “by hand”?
thanks for any help
Bob

There is sort of a kludge to do this. After estimating an equation do View/Coefficient diagnostics/Wald test.

Then enter the nonlinear formula you're interested in, like c(1)/c(2) = 0. You get the value of the formula, the standard error, and the t-statistic.

Thank you!