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Posted: Sun Oct 17, 2010 1:19 pm
by apek
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Re: DCC - Assistant Wanted!

Posted: Mon Oct 18, 2010 2:02 am
by trubador
Please start by searching the forum first. This topic has been brought up several times before.

Re: DCC - Assistant Wanted!

Posted: Mon Oct 18, 2010 9:05 am
by apek
Hey, luckily I have made significant progress in terms of handling the software. I could manage to graph correlations between two series with the code provided here http://forums.eviews.com/viewtopic.php?f=4&t=574. So far so good.

Now I have two questions:

1. I have to do this analysis for 29 countries (whereby one of the two series always stays the same). This requires running the program 29 times while declaring the other series all over again every time, right?

2. The return equation for every country is specified as rt = c1 + a1(rt-1) + a2(rUSt-1) + e, whereby r is the return of one of th 29 countries and rUS is the return of the US. Where exactly do I have to specify this process? How can I generate the output on the coefficients c1, a1 and a2?

Thank you very much indeed for your help!