[Gretl-users] Forecasting variance of a GARCH model

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Tue Sep 30 13:20:02 EDT 2014


On Tue, 30 Sep 2014, Karthik Raju wrote:

> I will cite you a literature related to what I intend to do.

I'm sorry if this sounds harsh, but it really looks as if you're asking 
the people on the mailing list to do your job for you.

I had a look at the article, and if you have the technical skills to 
understand what the author does, then adapting the example in the gig 
documentation to your needs should be mildly time consuming, but certainly 
within your reach; of course you'll have to learn some hansl scripting, 
but that's part of the deal. The Hansl primer (look for it under the help 
menu) was written exactly for that purpose.

Again: I don't mean to sound rude, but you can't expect any software 
package to perform an arbirarily complex task by reading your mind when 
you randomly copy and paste code from an example that looks remotely 
related to what you want.  I doubt that you would come up with a request 
like yours on a mailing list for users of matlab, or R, or Ox, or Stata.


-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti at univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
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