On Tue, 1 Mar 2011 ajzhmkaven(a)hotmail.com wrote:
> So should I just use garch (0 2) for arch (2) ? And assume the
> garch (0 2) is the right one?
You are better using the garch command to estimate an ARCH(2)
model, but you are better still using the right model for the
data, which is surely not
On Tue, 1 Mar 2011, zhuhongming wrote:
> I used the data in the attachment to run ARCH (2) and GARCH
> (0,2), i assumed they would give me the same result but they did
> not.
They don't give the same results because (a) the estimators are
completely different and (b) the model is misspecified. g
a_n_i_u_s_k_a(a)yahoo.com.au
a_n_i_u_s_...@yahoo.com.au
Dear Allin Cottrel,
Greetings and regards. I have installed the gretl-1.9.4-no_sse2.exe and
tried to run it. But to my surprise it fails to run indicating the same
error.
Thanks.
Best regards,
D.Srinivasan
On Mon, Feb 28, 2011 at 9:32 AM, Allin Cottrell wrote:
> On Mon, 28 Feb 2011, Desikan Srin
Am 28.02.2011 05:58, schrieb zhuhongming:
> does anyone know why do i get different result from running ARCH (2) and
> GARCH (0,2), are they not suppose to give the same output? i got
> different alpha (1) and alpha (2)
> i want to use the GARCH command for ARCH (2),because i want to get
> standard
On Mon, 28 Feb 2011, Desikan Srinivasan wrote:
> Greetings and regards. I have installed the
> gretl-1.9.4-no_sse2.exe and tried to run it. But to my surprise
> it fails to run indicating the same error.
OK, thanks for testing. I'm still working on the assumption that
the new random-number genera
Dear Hélio Guilherme,
Warm regards. Thanks for your response. I have first unstalled the previouse
version and installed the latest release of Gretl. But the error persists. I
am using windows XP Home SP3. AMD Athlon(tm) XP 1800+processor 1.5GHz and
1.5GB of Memory. Previouse versions worked fine.
does anyone know why do i get different result from running ARCH (2) and GARCH
(0,2), are they not suppose to give the same output? i got different alpha (1)
and alpha (2)
i want to use the GARCH command for ARCH (2),because i want to get standardized
residual for ARCH(2). And from the command
