GARCH AUTOCORRELATION URGENT
Posted: 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
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