[R] help in writong an EViews programme

Haitham Nobanee MSRYJHN2 at stud.man.ac.uk
Wed Feb 26 18:17:03 CET 2003


Dear all,

I have a daily date for 1283 companies listed in Tokyo Stock 
Exchange.  My data covers the periods 1990-2002. I need to 
write an EVIEWS programme in order to run the E-GARCH 
(1.1) IN MEAN. My variables are: X the independent variable, 
which is the closing price for the market index.  The dependent 
variables are:  (closing prices for the companies) Y1, Y2, 
Y3
Y1283. I need to run the E-GARCH (1.1) IN MEAN 
model 1283 times for each year; I have 13years and 1283 
company. The dependent variables are Y1, Y2, Y3
Y1283 
and the independent variable is X. 


I need to have the coefficient of E-GARCH (1.1) IN MEAN, 
and the BETA coefficient in separate columns for all the 
companies.


I can either run the model for all the companies once or 
separating them in different groups, and then to run the 
programme several times. 

Is there any mailing list for the EViews users?

Thank you for your kindly co-operation and I am looking 
forward to hearing from you.


Yours sincerely,


Haitham Nobanee




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