Hello Allin,
here is the data.
Eviews: http://eubie.sweb.cz/Allin/allrng.wf1
Gretl: http://eubie.sweb.cz/Allin/allRng.gdt
All the best. Please let us know if you find anything.
Daniel
On Thu, 29 Mar 2012, Daniel Bencik wrote:
>
> Hello Allin,
>
> here is the data.
>
> Eviews: http://eubie.sweb.cz/Allin/allrng.wf1
> Gretl: http://eubie.sweb.cz/Allin/allRng.gdt
>
> All the best. Please let us know if you find anything.
Out of curiosity: is there any special reason why
ssage -
From: "Riccardo (Jack) Lucchetti"
To: "Gretl list"
Sent: Thursday, March 29, 2012 4:19 PM
Subject: Re: [Gretl-users] AR-GARCH-t ML
On Thu, 29 Mar 2012, Daniel Bencik wrote:
>
> Hello Allin,
>
> here is the data.
>
> Eviews: http://eubie.sweb.cz/All
These data are daily ranges of EUR USD futures continuous contract. I decided
not to delve into long memory models as Im just an MA student and long memory
is not much covered during econometrics classes, that"s the only reason. I know
there are options for going ARFIMA instead of HAR, FIVECM in
