- How to skip a regression when it has an error - EViews. com
EViews 6 doesn't have @lasterrnum You can use @errorcount to check how many errors have occurred
- Testing the day of the week effect by GARCH (1,1) - EViews
Hi everyone, I'm newbie to Eviews I'm trying the determine whether the time series data (daily returns of a stock index) is stationary or non-stationary Afterthat examining the day of the week effect by OLS with dummy variables and GARCH (1,1) model I attempt to analyse the data by ADF test
- HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL? - Page 3 - EViews. com
I'm a beginner for EViews Currently I have a file named Canada Xchange Rate (as attached below) I am trying to estimate the GARCH (1,1), (2,2), (1,2) and (2,1) models in one script file My script file is as follows: 'change path to program path %path = @runpath cd %path ' load workfile load canada ' set sample smpl @all scalar p=1 scalar q=1
- (E)GARCH, R^2, Groups Estimation - EViews. com
I am currently working on an estimation for stock volatility with a GARCH or EGARCH-model, including one exogenous variable in the Variance Equation, Credit Default Swap Spreads Being not really familiar with Eviews, I would like to ask you 2 questions: (1) For GARCH and EGARCH estimation, I always get negative R^2, and I don't know why Whats
- ARIMASel (Automatic ARIMA selection) - Page 5 - EViews. com
Post by EViews Gareth » Tue Mar 01, 2016 9:02 pm Because the procedure always tests an (0,0,0) model, it needs at least one regressor (such as a constant), otherwise there is nothing to estimate You could change the code so that it starts at a (1,0,1) model if you wanted by changing the AR MA loops so that they start at 1 rather than 0
- STAR* - Page 4 - EViews. com
For questions about EViews Add-ins available from the EViews Add-ins webpage Note each add-in available on our webpage will have its own individual thread Moderators: EViews Gareth , EViews Moderator , EViews Esther
- How to enter data into a panel workfile. - Page 13 - EViews. com
As I new in eviews I would really need your help I have dividend data for several companies for several years and many idependent variables some of which are dummies I want to import the to eviews from excel Some specifiactions: I have observations from 8 years and about 500 companies that have more than one observation-dividend for each
- VAR, Monte Carlo, Fan Charts - EViews. com
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews General econometric questions and advice should go in the Econometric Discussions forum
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