I did take a look in R earlier before I posted on this list. Maybe I am missing something. Can anyone guide me on this (either in R or EViews).Thanks.

How do I delete my previous message? I don't see any "delete message" option.Thanks.

<t>How do I specify an additonal exogenous variable with a GARCH(1,1) model?My GARCH(1,1) model is :EPTIME (t) = c + a1 * PTIME(t-1) + b1 * EPTIME(t-1) - (A), Now I want to add another exogenous variable (spread) to the current GARCH(1,1) model, which is given as:EPTIME (t) = c + a1 * PTIME(t-1) + b...

<t>I am trying to implement an Autoregressive Conditional Duration model. According to a paper by Noble Laureate Robert Engle and Joe Lange, the ACD model is given as:EPTIME (t) = omega + alpha1 * PTIME(t-1) + beta1 * EPTIME(t-1) - (A), andEPTIME (t) = omega + alpha1 * PTIME(t-1) + beta1 * EPTIME(t-...

Sunflowerhx or any of the GARCH gurus,You mentioned that you have added an additional exogenous variable to the variance equation using Eviews. Can you please tell me how you added that variable (either in Eviews, R, or Matlab).Thanks a lot.