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Hi,

Does anyone know if it is possible to remove a regressor from an inbuilt equation. I am trying to remove one regressor from the EGARCH equation and replace is with a slightly different one. I know that a regressor can be added using the variance regressor field in the equation estimation screen but is it possible to remove one?

Thanks

E

Not sure what you're asking. Can't you just not type that regressor in as part of the equation specification?

Sorry Gareth,

I wasn't very clear at all, regressor not the best word. When you estimate an EGARCH eqaution there are 4 variance coefficients based on Nelson's specification (i.e. C(2) C(3) C(4) C(5). However I want to slightly change one as I'm using range based data instead of return (can't code up a new equation and don't have the time to learn unfortunately!!!).

I can add the coefficient I want to the variance regressor field but the one I want to remove remains

Thanks

You cannot modify or remove those.