Please keep the communication on the list. [See below for Karthik's message.]
-sven Am 29.09.2014 um 15:46 schrieb Karthik Raju: > Hello Sven, > > First, I wish to congratulate you for organizing the 4th GRETL > conference to be held at Berlin on 12 & 13 June 2015. > > Now, I will cite you a literature related to what I intend to do. > > Please refer to the article in the link http://goo.gl/zwhzS7. In this > article, the author compare the predicted variance from different models > to the realized variance and evaluates the performance of those models > by using loss functions to choose a best model. > > Similarly, I have a dataset comprising 5 years of stock index returns > for which I want to estimate the conditional variance using models like > TARCH, EGARCH, APARCH etc. Then, I want to forecast/predict the models > for 1 year ahead and measure the forecasting/predicting ability of the > models used. > > Best, > Karthik Raju > > Sven Schreiber wrote on 2014-09-29 10:50 AM +0530: >>> Please show us some example from the literature where this is done, in >>> order to address the conceptual difficulties that Jack mentioned. Only >>> afterwards could we possibly move to the stage of formulating code. >>> >>> thanks, >>> sven >> >> Am 28.09.2014 um 10:26 schrieb Karthik Raju: >> I am a beginner in time series analysis. So, please can you guide me how >> to formulate the code for unique models like EGARCH, TARCH etc. >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users > >
