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Hello,

Given the following output after ARCH estimation, I would like to know if there is a way to store only the likelihood value, AIC, SC and HQ criteria in an excel spreadsheet so that after many such estimations, a comparison can be made?


Dependent Variable: RETURNS
Method: ML - ARCH
Date: 07/11/12 Time: 10:14
Sample (adjusted): 1/02/2000 6/30/2012
Included observations: 4564 after adjustments
Convergence achieved after 7 iterations
Presample variance: backcast (parameter = 0.7)
GARCH = C(2) + C(3)*RESID(-1)^2

Variable Coefficient Std. Error z-Statistic Prob.

C 9.857087299728363e-06 5.584581620299582e-05 0.1765053851822759 0.8598969183342954

Variance Equation

C 1.789775245293455e-05 1.34856074245402e-07 132.7174363712043 0
RESID(-1)^2 0.2915317251382015 0.01230128545687956 23.69928948971433 3.66702739465484e-124

R-squared -4.714004302885932e-05 Mean dependent var 4.342946425606374e-05
Adjusted R-squared -0.0004856610428283226 S.D. dependent var 0.004890290821214563
S.E. of regression 0.004891478188937484 Akaike info criterion -7.898069541094645
Sum squared resid 0.109129035019074 Schwarz criterion -7.893845644483571
Log likelihood 18026.39469277798 Hannan-Quinn criter. -7.896582270995657
Durbin-Watson stat 2.342273833789646


Thanks

Put those things into a matrix object in your workfile, as outlined in numerous examples on the forum, or in the guide:
http://forums.eviews.com/viewtopic.php?f=5&t=1638

Once you have them in a matrix, use matrix.write to save it as an Excel file.

Hello

Thanks a lot for the answer. It has been very helpful. But I still cannot access the p value of the coefficients. Is there a function for it?

Thanks

I think I have got the answer, I just need to freeze the estimation result table and then access the p value :)

Probably easier to just calculate the p-values from the stored t-stats and DF.