VARMA and McAleer's VARMA-GARCH

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hashem
Posts: 1
Joined: Tue Dec 14, 2010 6:20 am

VARMA and McAleer's VARMA-GARCH

Postby hashem » Tue Dec 14, 2010 10:49 am

can eviews estimate VARMA and VARMA-GARCH and VARMA-AGARCH models?
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: VARMA and McAleer's VARMA-GARCH

Postby EViews Gareth » Tue Dec 14, 2010 10:58 am

There's nothing built in to do them.
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silver
Posts: 1
Joined: Sat Apr 07, 2012 7:12 pm

Re: VARMA and McAleer's VARMA-GARCH

Postby silver » Sat Apr 07, 2012 7:18 pm

There's nothing built in to do them.
Hi, I have Eviews student version 7.2, still no varma capability? (Tiao & Box 1981; needed for project) . Thx.
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EViews Gareth
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VARMA and McAleer's VARMA-GARCH

Postby EViews Gareth » Sat Apr 07, 2012 8:07 pm

Indeed
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