EViews.com

Hi everybody

I'm currently estimating an ARCH model using two different error distribution assumptions:

- Generalized Error (GED)
- Student's t

When on the estimation window I don't fix the value of the parameters (GED's r, T's v), instead I let Eviews find them for me.

I would like to know if there's any equation data member (e.g. @aic, @hacbw, @coefs..) that holds the value of each parameter whenever I use a given distribution assumption. I've been over the documentation several times but I haven't found any pointers and I wanted to check with the forum before starting a table scheme for data extraction.

By the way I'm using Eviews v.7.1

Thanks in advance, regards.

Lucas

It is stored in the @coefs, along with all the other parameter estimates.

Thanks Gareth, I appreciate it. I was actually revisiting that option a few minutes ago, found out it was there all the time.

Best,
Lucas