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本人新手,请专家详细解读以下Eviews的编程语言。如本人不明白可能会继续追问,谢谢指导!
’AR(1)-FIAPARCH(1,d,1)-ged
read(t=xls) ftse100_FIAPARCHBBM_ged.xls 11
for !i = 1 to !sample
ftse100VaR95L(!i,place)=@sqrt(var1(!i))*@qged
(0.05,var11(!i))+var2(!i)
vector(!ES_repeat) ES = na
!step1 = (1-0.95)/(!ES_repeat+1)
!step2 = 0.05
for !kk = 1 to !ES_repeat
!step2 = !step2-!step1
ES(!kk) = @sqrt(var1(!i))*@qged(!step2,var11(!i))
+var2(!i)
next
ftse100ES95l(!i,place) = @mean(ES)
next