IF statement problem
Posted: Sat Jul 24, 2010 2:10 pm
Hi,
would you please help me to find a cause for the following error: else statement unterminated at "if y(!i)<0 then" in the following code. This is actually a program for a value-at-risk (risk metrics) computation for long and short trading positions, thus a need for the if statement:
thank you in advance
P.S. program run by the version 6
would you please help me to find a cause for the following error: else statement unterminated at "if y(!i)<0 then" in the following code. This is actually a program for a value-at-risk (risk metrics) computation for long and short trading positions, thus a need for the if statement:
Code: Select all
smpl 1 1632
series y1= 100*log(sp500/sp500(-1))
scalar nobs = 1632
scalar nw = 1000
matrix(1632,1) results
for !i = nw+1 to nobs
smpl !i-nw !i
equation eq_y1.arch(1,1,integrated,m=2000,h) y1 c
smpl !i 1632
if y1(!i)<0 then
smpl !i+1 !i+1
eq_y1.forecast y1f var
genr meant=@mean(y1)
genr vatr=meant-2,32635*sqr(var)
smpl !i+1 1632
results(!i+1,1)=@elem(vatr, @otod(!i+1))
else
smpl !i+1 !i+1
eq_y1.forecast y1f var
genr meant=@mean(y1)
genr vatr=meant+2,32635*sqr(var)
smpl !i+1 1632
results(!i+1,1)=@elem(vatr, @otod(!i+1))
next
P.S. program run by the version 6