Error Message in ARCH\GARCH
Posted: Tue Jan 08, 2013 12:18 pm
Hello,
I'm trying to make a program, which will run an ARCH\GARCH regression, for all the possible ARCH\GARCH Orders. I made the this program and now I'm trying to add a matrix in order to have the R^2,the AIC and the BIC but I get this message: scalar "" sent to a function which is expecting a matrix.
I' ve tried a lot of different things but nothing works. This is my program so far:
matrix(9,9) r2s
matrix(9,9) scw
matrix(9,9) aka
equation eq
for !i=1 to 9
for !j=1 to 9
equation eq{!i}_{!j}.arch({!i},{!j}) r_ing c r_ing(-7) 'estimates the equation
matplace(r2s, eq{!i}_{!j}.@r2, !i, !j) 'stores the r-squared
matplace(scw, eq{!i}_{!j}.@schwarz, !i, !j) 'stores the schwarz criterion
matplace(aka, eq{!i}_{!j}.@aic, !i, !j) 'stores the akaike criterion
next
next
I would like to inform you that I'm pretty new to eviews programming, but I read the "An introduction to EViews programming" article.
Thank you
I'm trying to make a program, which will run an ARCH\GARCH regression, for all the possible ARCH\GARCH Orders. I made the this program and now I'm trying to add a matrix in order to have the R^2,the AIC and the BIC but I get this message: scalar "" sent to a function which is expecting a matrix.
I' ve tried a lot of different things but nothing works. This is my program so far:
matrix(9,9) r2s
matrix(9,9) scw
matrix(9,9) aka
equation eq
for !i=1 to 9
for !j=1 to 9
equation eq{!i}_{!j}.arch({!i},{!j}) r_ing c r_ing(-7) 'estimates the equation
matplace(r2s, eq{!i}_{!j}.@r2, !i, !j) 'stores the r-squared
matplace(scw, eq{!i}_{!j}.@schwarz, !i, !j) 'stores the schwarz criterion
matplace(aka, eq{!i}_{!j}.@aic, !i, !j) 'stores the akaike criterion
next
next
I would like to inform you that I'm pretty new to eviews programming, but I read the "An introduction to EViews programming" article.
Thank you