How to store degree of freedom in garch

Nau2306 · Postby **Nau2306** » Wed Jul 11, 2012 10:43 am

Hi

I am using eviews 6 and have estimated a garch model with student-t distribution. I would like to know how I can access the value of the degree of freedom since I need this value for further calculation.

Thanks

EViews Gareth · Postby **EViews Gareth** » Wed Jul 11, 2012 10:55 am

equation.@df

Nau2306 · Postby **Nau2306** » Thu Jul 12, 2012 6:07 am

I am getting an error message : syntax error. :s

EViews Gareth · Postby **EViews Gareth** » Thu Jul 12, 2012 7:42 am

What, exactly did you write?

Nau2306 · Postby **Nau2306** » Thu Jul 12, 2012 11:26 am

scalar a = tempa11_1.@df

where tempa11_1 is the name of the equation

EViews Glenn · Postby **EViews Glenn** » Thu Jul 12, 2012 1:44 pm

Unfortunately, direct access to the @df is a version 7 feature.

sonja509 · Postby **sonja509** » Fri Aug 24, 2012 1:21 am

So is there any way to access the degress of freedom in Eviews 6 ? This is exactly what I need too.

Thanks!

EViews Glenn · Postby **EViews Glenn** » Mon Aug 27, 2012 10:28 am

scalar a = tempa11_1.@regobs - tempaa11_1.@ncoefs

EViews.com