How To Correct Heteroskedasticity

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suk
Posts: 1
Joined: Thu Apr 22, 2010 12:34 am

How To Correct Heteroskedasticity

Postby suk » Tue May 25, 2010 5:45 am

Hi all,
I am using Eviews 6 student version. In order to correct heteroskedasticity, I did the following actions:
1- saved the resid01 From the regrssion
2-in the equation windaow, proc - make model- solve and I got the below error message:

Model: Untitled
Date: 05/25/07 Time: 13:45
Sample (adjusted): 2000M03 2009M08
Solve Options:
Dynamic-Deterministic Simulation
Solver: Broyden
Max iterations = 5000, Convergence = 1e-08

Parsing Analytic Jacobian:
0 derivatives kept, 0 derivatives discarded

Scenario: Baseline
Solve begin 13:45:08
2000M03 NA generated for WAEMURATE
Solve terminated - Unable to compute due to missing data in "WAEMURATE = @COEF(1) * WAEMURATE(-1) + (1 - @COEF(1)) * (@COEF(2) ...

Can someone help me please to correct heteroskedasticity

Best regards

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