egarch

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Nau2306
Posts: 74
Joined: Thu Nov 17, 2011 11:51 am

egarch

Postby Nau2306 » Sun Jul 29, 2012 4:35 am

Hello

I am using eviews6. I would like to know how to access the fifth coefficient in an egarch estimation with constant mean equation.

I have tried:

!c8 = @coefs(5) but it is giving me the following error message:

5 is not a valid index for vector series coefficient in !c8 = @coefs(5).

How can i correct this error?

Thanks

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: egarch

Postby EViews Glenn » Mon Jul 30, 2012 10:22 am

Have you tried this off of an estimated equation by name?

Code: Select all

equation eq1.arch(egarch) x1 c scalar f=eq1.@coef(5)
@coefs is an equation member and should be used off of a named equation.

Nau2306
Posts: 74
Joined: Thu Nov 17, 2011 11:51 am

Re: egarch

Postby Nau2306 » Wed Aug 01, 2012 2:04 am

I did try it but it is giving me the same error message :s

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: egarch

Postby trubador » Wed Aug 01, 2012 3:02 am


Nau2306
Posts: 74
Joined: Thu Nov 17, 2011 11:51 am

Re: egarch

Postby Nau2306 » Wed Aug 01, 2012 3:22 am

It is working now. Thanks


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