Re: [Gretl-users] Forecasting variance of a GARCH model

On Tue, 30 Sep 2014, Karthik Raju wrote: I'm sorry if this sounds harsh, but it really looks as if you're asking the people on the mailing list to do your job for you. I had a look at the article, and if you have the technical skills to understand what the author does, then adapting the example in the gig documentation to your needs should be mildly time consuming, but certainly within your reach; of course you'll have to learn some hansl scripting, but that's part of the deal. The Hansl primer (look for it under the help menu) was written exactly for that purpose. Again: I don't mean to sound rude, but you can't expect any software package to perform an arbirarily complex task by reading your mind when you randomly copy and paste code from an example that looks remotely related to what you want. I doubt that you would come up with a request like yours on a mailing list for users of matlab, or R, or Ox, or Stata. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------