EViews.com

Hi

I am using eviews6. I would like to know if it is possible to obtain/access the vector of conditional variance following garch estimation in eviews. If so, how to do it?

Proc->Make GARCH series

sorry my msg was incomplete... what i meant was that i have got a sample from 2000 up to 2011. i have used data from 2000 to 2008 for garch estimation. i have been able to obtain the variance series from 2000 to 2008 but after forecasting the variance from 2008 to 2011, i wish to have the variance series for the forecast. Is that possible?

Thanks

I don't understand what:

after forecasting the variance from 2008 to 2011, i wish to have the variance series for the forecast

means.

hmm i mean after estimation, can we access the forecasts? Eviews6 only gives us the variance forecast graph but i need the variance forecasts series

thx

When you hit the forecast button there is a box that lets you enter the name for the GARCH forecast series.

yes u r right but why do i get the same value for each day static forecast when from the graph of the forecast variance, the forecast is different for each day?

I would also like to clarify something. maybe thats where i am making mistakes.

Like i said i am using data from 2000 to 2011. i uploaded all the data. then i estimated garch from 2000 to 2008. Now if i want to obtain in forecast sample, I specified the forecast sample from 2000 to 2008 and for out of sample forecast, I specified the sample forecast from 2008 to 2011. Is that correct?

Thanks

Yes, that is correct.