Dear all;
I am new to OxMetrics and I am need to do my research in stock market forecasting using GARCH models. What i am tryin to do is estimate and forecast the models in the list (GARCH,EG,TG,AP,FI,HY). then to carry out the postestimation stage using the regression MZ test and VaR. I am trying to use copy and past the code from help file then to edit. I have (log return) stock index series data for the period of 13 years. Is there a direct way to use the code for both tests (MZ and VaR) with my data without having errors. I have to carry out the tests for 10 indexes, so i need to save my time. If there is no direct way. Then how to edit the code. I just need to change the series name and the length of in and out-of sample period.
Please advise as soon as possible. I have received the following error messaged during my early attempt to implement the MZ code as it is. "Missing on line 26".
|