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GARCH Models

Posted: Wed Jan 19, 2011 5:21 pm
by brennan6738
Does anyone know why there is no Make Model option under Proc when you are estimating a GARCH Model? Also, when you are making a model that is both Stochastic and Static is there a way to get Eviews to forecast multiple periods forward rather than just one period at a time?

Re: GARCH Models

Posted: Wed Jan 19, 2011 5:38 pm
by EViews Gareth
The answer to the first is probably that the model object can't handle the error structure that a GARCH equation imposes.