[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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