GARCH AUTOCORRELATION URGENT

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hmurphy94
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Joined: Tue Aug 08, 2017 10:28 am

GARCH AUTOCORRELATION URGENT

Postby hmurphy94 » Mon Sep 04, 2017 7:09 am

hi

i am testing three seasonal effects and recently realised i had an issue with my work, so i changed some stuff and now i cant seem to remove the autocorrelation?

i have used automatic arima forecast to determine the lags by minimising the SIC, but when i used this arma model is doesnt remove the autocorrelation?

my hand in is friday, and im really worried now
regards
hugh

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