Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Forecast GARCH of monthly index
From
M P <[email protected]>
To
[email protected]
Subject
st: Forecast GARCH of monthly index
Date
Wed, 3 Nov 2010 11:46:27 +0000 (GMT)
HI,
I need a big help. My problem this is:
I've different variables (indicator or variable of agricolutural account) and I would like forecast of a model that can be performed of the variance of all variables. I want to create previsional index starting by those agricoltural variables. And my goal is to compare the best of different model that I can find with this variables.
It's possible with Garch model or other? You can help me to create a do-file?
Tnanks
Mauro
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/