Bookmark and Share

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]

Re: st: mgarch with daily data


From   Hiroshi kameyama <[email protected]>
To   [email protected]
Subject   Re: st: mgarch with daily data
Date   Thu, 22 Nov 2012 00:28:28 +0900

Thank you so much.
What about to use weekly base by converting daily to weekly ?

Kame

2012/11/21 Nick Cox <[email protected]>:
> If I understand you correctly, these zeros are not really zeros, but
> codes for missing values. I've never used -mgarch- at all, but I would
> try recoding to missing.
>
> See -help mvdecode-.
>
> Nick
>
> On Wed, Nov 21, 2012 at 2:28 PM, Hiroshi kameyama
> <[email protected]> wrote:
>
>> I am not new for Stata, but new for MGARCH.
>>
>>  I would like to apply MGARCH.
>>         The dataset is as follows, daily data.
>>  But not all days have actual  value, "0" means no trade for this day.
>>  Can I proceed to apply MGARCH?
>>
>> Your suggestion would be greatly appreciated.
>> Thank you in advance.
>>
>> Hiroshi KAMEYAMA
>> KAGAWA Univ., Japan
>>
>>
>> t       soymeal   soybean                corn            time
>> 1       0                6.7998916      5.857933           02jul2007
>> 2       0                6.7824755      5.823046            03jul2007
>> 3       5.462984              0                    0         04jul2007
>> 4       5.4493202  6.7872811    5.836272            05jul2007
>> 6       5.4506092       0                         0        07jul2007
>> 7       5.4548937       0                         0        08jul2007
>> 8       0                 6.8046145     5.858647           09jul2007
>> 9       0                  6.824917     5.877736          10jul2007
>>
>> to
>> 1895
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/



-- 
亀山宏
香川大学農学部
TEL:087-891-3008(代表),3054(研究室)、 Cel :+81-(0)90-1571-7136
Web: www.ag.kagawa-u.ac.jp:/kameyama
Facebook:kameyama.hiroshi
E-mail: [email protected]
Usually: [email protected]
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index