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How to store degree of freedom in garch
Posted: Wed Jul 11, 2012 10:43 am
by Nau2306
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
Re: How to store degree of freedom in garch
Posted: Wed Jul 11, 2012 10:55 am
by EViews Gareth
equation.@df
Re: How to store degree of freedom in garch
Posted: Thu Jul 12, 2012 6:07 am
by Nau2306
I am getting an error message : syntax error. :s
How to store degree of freedom in garch
Posted: Thu Jul 12, 2012 7:42 am
by EViews Gareth
What, exactly did you write?
Re: How to store degree of freedom in garch
Posted: Thu Jul 12, 2012 11:26 am
by Nau2306
scalar a = tempa11_1.@df
where tempa11_1 is the name of the equation
Re: How to store degree of freedom in garch
Posted: Thu Jul 12, 2012 1:44 pm
by EViews Glenn
Unfortunately, direct access to the @df is a version 7 feature.
Re: How to store degree of freedom in garch
Posted: Fri Aug 24, 2012 1:21 am
by sonja509
So is there any way to access the degress of freedom in Eviews 6 ? This is exactly what I need too.
Thanks!
Re: How to store degree of freedom in garch
Posted: Mon Aug 27, 2012 10:28 am
by EViews Glenn
scalar a = tempa11_1.@regobs - tempaa11_1.@ncoefs