Search found 2 matches
- Fri Oct 23, 2009 2:33 am
- Forum: Data Manipulation
- Topic: LM Test with 0 R^2 Coefficient and Probabilities=1
- Replies: 5
- Views: 12464
Re: LM Test with 0 R^2 Coefficient and Probabilities=1
pls, i need help! some1 analyzed a data using daily entries, tested for arch effect and concluded that arch errors are present, but when i did d same with monthly data, same company, i got an response of "no arch errors". The procedure i used is as follows: 1. i estimated equation y = c + ...
- Thu Sep 24, 2009 5:35 am
- Forum: Estimation
- Topic: NAs in GARCH
- Replies: 9
- Views: 11503
Re: NAs in GARCH
QMS Gareth wrote:The most elegant solution is to not have the non-trading days in your workfile, by structuring it as dated with date series.
please, how can one structure it as dated with date series? 1OQ.