I am currently working on few time series. I have tried using GARCH to get residuals, which I really need. But some residuals series were not significant in the whole time series. any other method i can use to get these residuals series significanttly!
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- Sat Aug 15, 2009 11:15 am
- Forum: Econometric Discussions
- Topic: Time series problem
- Replies: 0
- Views: 2454
Time series problem
Dear
I am currently working on few time series. I have tried using GARCH to get residuals, which I really need. But some residuals series were not significant in the whole time series. any other method i can use to get these residuals series significanttly!
I am currently working on few time series. I have tried using GARCH to get residuals, which I really need. But some residuals series were not significant in the whole time series. any other method i can use to get these residuals series significanttly!
