Is there any way to use the aikake information criteria using GARCH errors, or a way to modify the aikake information criteria to use this formula in eviews ?
http://grapestat.se/sites/default/files ... hJaved.pdf - on page 4 of the PDF
I have tried autoselecting for an ARDL and switching over to a GARCH error term but it makes the majority of my variables insignificant, to the point where I can improve the model by adding and removing lags.
Please let me know how I can solve this !
For requesting general information about EViews, sharing your own tips and tricks, and information on EViews training or guides.
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