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GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:28 pm
by penguin006
hi everyone,
I am having some trouble with rolling volatility forecasts.
I have a file containing 4208 observations and I choose 1-4000 as in sample observations and 4001-4208 as out of sample observations, when I run the code, it said %CMND is not defined or is an illegal command in ''CMND = _THIS.@COMMAND'', Perhaps, I'm not getting something right. can anyone tell me how to change the code? these attachments are my program and eviews work file.
Thanks a lots.
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:34 pm
by EViews Gareth
Which version of EViews?
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:39 pm
by penguin006
Which version of EViews?
hi,
I am using eviews 7.2. thank you
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:40 pm
by EViews Gareth
From the look of your code, it looks like you have to have an equation object open when running it (that's what the _this.@command is for anyway, I presume).
Do you have an equation open?
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:43 pm
by penguin006
From the look of your code, it looks like you have to have an equation object open when running it (that's what the _this.@command is for anyway, I presume).
Do you have an equation open?
oh yes, I am tried again, it worked! thank you!!! , but it said Matrix size mismatch in "COLPLACE(COEFMAT,EQ01.@COEFS,1)".
Syntax error in "IF @LAST < 806 THEN".
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:46 pm
by EViews Gareth
You can't use @last like that.
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 4:51 pm
by penguin006
You can't use @last like that.
thank you for your reply, but i am not very clear about use @last like, could you please explain it ?
Re: GARCH rolling forecast
Posted: Wed Jul 17, 2013 5:48 pm
by EViews Gareth
What are you trying to do with that line?
Re: GARCH rolling forecast
Posted: Thu Jul 18, 2013 3:11 am
by penguin006
What are you trying to do with that line?
hi, I am changed this code , and it looks like worked. Could you please check it for me?
many thanks.