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- Wed Nov 19, 2008 10:20 am
- Forum: Graphics, Reports, and Other Output
- Topic: Create matrix to display results of various GARCH models
- Replies: 1
- Views: 7899
Create matrix to display results of various GARCH models
The code below is used to compute 30 different GARCH models for each one of a sample of 55 companies. Is there any way I can create a matrix to display all coeffs (both mean and variance ones) and the respective stderrs, t-stats, p-values and %converged? Open Data C:\Users\buddas\Documents\Data2.xls...