On 29/06/12 08:57, Pankaj Jagota wrote:
> Good Morning all!
> I am trying to create a script for recursive EWMA (Exponential
> Weighted Moving Average) volatilty estimation.
> As I am not familiar with gretl syntax language I'm desparetly looking
> for your help.
> The problem is following:
> 1)
Good Morning all!
I am trying to create a script for recursive EWMA (Exponential Weighted Moving
Average) volatilty estimation.
As I am not familiar with gretl syntax language I'm desparetly looking for your
help.
The problem is following:
1) First of all I need to identify the first observ
