Hi TOM,
Here is my program, the problem is that I can not leave the graph probabilities.
Best regards
Search found 4 matches
- Tue Jan 12, 2010 5:07 pm
- Forum: ARCH and GARCH Models
- Topic: Gray GARCH example question (split from MSVAR topic)
- Replies: 6
- Views: 9798
- Mon Jan 11, 2010 10:38 am
- Forum: ARCH and GARCH Models
- Topic: Gray GARCH example question (split from MSVAR topic)
- Replies: 6
- Views: 9798
Re: MSVARSetup - Markov switching support procedures
I thank you for the information and here is my base.
thank you very much.
thank you very much.
- Sat Jan 09, 2010 3:46 pm
- Forum: ARCH and GARCH Models
- Topic: Gray GARCH example question (split from MSVAR topic)
- Replies: 6
- Views: 9798
Re: MSVARSetup - Markov switching support procedures
Here is the program and I thank you in advance.
- Sat Jan 09, 2010 3:25 pm
- Forum: ARCH and GARCH Models
- Topic: Gray GARCH example question (split from MSVAR topic)
- Replies: 6
- Views: 9798
Gray GARCH example question (split from MSVAR topic)
Hi Tom,
until the new version of RATS, I applied the paper GARY 1996, I found the results with the database of gray, but with my database I found difficult.
I send you my database and the program GRAY .
THANK YOU VERY MUCH
until the new version of RATS, I applied the paper GARY 1996, I found the results with the database of gray, but with my database I found difficult.
I send you my database and the program GRAY .
THANK YOU VERY MUCH