The RATS Software Forum

As mentioned above, I am looking for unrestricted coefficient of variance equations. can you find way to make variance equations coefficients vary?
Don't worry about mean equation!

Dear Tom,

Attached is my model and specifications, where N= 5 series.

if you have question let me know, with my appreciation

Yes! because I am interested in comparing only to types of volatilities among the eight ones! So constraining them into one parameter of each prevents me from an important analysis

Dear Tom, Thanks alot for the help! One more question please :), if I would like to unrestricted the conditional variance equation by allowing parameters delta, gamma, lambda and rho to be more than one of each, let say 3 or 4 for 5 series, what the modification is needed to achieve that ? Sincerely...

Thanks Tom for your help! I have one more question: what do DELTA, LAMBDA,GAMMA, and RHO mean? and could you please provide me with equations model that used to build this code? I am unable to interpret the code results
Fathi

Hi Tom, I am not able to figure out why the excel file (g10xrate.xls) is not stacked as a Panel file. Thus, can you please provide me more explanation about how it works as Panel-GARCH specifications and if I do stack the data set as pooled panel what is the modifications in your code? Thanks in adv...