ARCH Models in EViews
First read the eviews manual online
http://www.eviews.com/help/helpintro.html#page/content/arch-Estimating_ARCH_Models_in_EViews.html
Then I recommend these books
Dear Jorge
Thank you very much for your information....
I use Eviews 7. To estimate an ARCH model go to ESTIMATE EQUATION and then choose the ARCH model option.
Thanks Ette...
If you run a regression model in the following form:
R( t ) = a+ b(Spread)(t-1) + e(t)
In the EViews: In the command box, you write:
LS R C Spread(-1)
Then, enter OK
After you see the result/Estimate/ (In the Method) ARCH/ARCH:1, GARCH:1.Threthhold order: 0./OK
You will find the result.
Dear All..Thank you very much for your kind infromation....
Steps to fit ARCH/ GARCH model:
1. Making Data set in stationary
2. Check Clustering Volatility
3. Chech ARCH effect
4. Run ARCH model
5. Evaluate external and internal Volatility
6. Check joint effect
01 January 1970 9,266 1 View
forecasting high volatility data
01 January 1970 3,916 6 View
Rainfall Data
01 January 1970 9,580 4 View
rainfall data
01 January 1970 3,386 1 View
The dynamic relationship between energy consumption and econ...
01 January 1970 8,092 0 View
SARIMA
01 January 1970 2,018 0 View
VAR Model
01 January 1970 9,155 0 View
Hi, I am trying to construct a multi-layer fibril structure from a single layer in PyMol by translating the layer along the fibril axis. For now, I am able to use the Translate command in PyMol...
02 March 2021 4,569 4 View
Hello! I have a dataset of n=3000 nested within 8 countries with approximately 200 or 400 responses in each country. I originally planned to perform multilevel modelling with 4 dependent variables...
02 March 2021 6,865 1 View
In R-studio, there are many commands of Gumbel package. Arguments are also different. I`m asking about the alpha parameter of the Copula which must be greater than 1. If this is the one used to...
25 February 2021 5,229 3 View
My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.
24 February 2021 4,150 3 View
I want to map these river geoforms with as little subjectivity as possible. I have a high resolution DEM generated by drone data.
22 February 2021 7,800 3 View
I am planning to work on T2 diabetic animals and check the efficacy of probiotics. My initial plan is to fed B6 animals with HFD for a while. But now, I have the chance to work on ob/ob mice. My...
18 February 2021 6,896 3 View
Hello, I am working on a global scale hydrology GIS project delineating global watersheds and doing some data analysis. I have in the past used hydro1K from the USGS that cover the entire world....
18 February 2021 5,109 5 View
Hello everyone, hope you are well. I am planning to use a Generalized Linear Model in SPSS. I would like to add gender to the model as a covariate, however from what I have read, only continuous...
14 February 2021 8,937 4 View
Hi everyone, I'm having some questions about choosing the right test for my experiment and I hope I can find help here! Here are the settings of the experiment: 1. participants are randomly...
14 February 2021 1,028 4 View
HI all, I have been working with daily diaries data ( 6 emotions of which 3 positive and 3 negative) were assessed for 30 days. These observations (1level data) are then nested within subjects...
13 February 2021 1,810 3 View