Search found 4 matches

by kingjia
Sat Oct 19, 2013 12:35 pm
Forum: ARCH and GARCH Models
Topic: help for the 2 factor EGARCH
Replies: 6
Views: 8364

Re: help for the 2 factor EGARCH

WOoooooo, it works. Cool.
thank you for your help, Tom.
by kingjia
Sat Oct 19, 2013 6:27 am
Forum: ARCH and GARCH Models
Topic: help for the 2 factor EGARCH
Replies: 6
Views: 8364

Re: help for the 2 factor EGARCH

Dear tom I am not understand what you mean of put a display, this is the data I used is not work out, I try to display disp tau1 tau2 mse 100*a 100*as b bs rsq fstat but just have error: ## MAT13. Store into Out-of-Range Matrix or Series Element The Error Occurred At Location 0788 of loop/block Line...
by kingjia
Fri Oct 18, 2013 2:47 pm
Forum: ARCH and GARCH Models
Topic: help for the 2 factor EGARCH
Replies: 6
Views: 8364

Re: help for the 2 factor EGARCH

please help I try to select the code then hit the code button, but it doesn't work, I post a PRG file code, may it help?all 3876 open data X:\AUD.xls data(format=xls,org=obs) / close data set lh / = log(hi) set ll / = log(lo) set r / = (((lh-ll)**2.0)/(4*log(2)))**0.5 SET Range = log(LH - LL) SET Re...
by kingjia
Fri Oct 18, 2013 10:07 am
Forum: ARCH and GARCH Models
Topic: help for the 2 factor EGARCH
Replies: 6
Views: 8364

help for the 2 factor EGARCH

please help I already check the data delete all the data if it have hi<c<lo , hi=daily highest price, c= daily close price and lo= daily lowest price. And also check out and delete the data if it have c(i)=c(i+1). But still output error ## MAT13. Store into Out-of-Range Matrix or Series Element The ...