Search found 2 matches
- Sun Oct 04, 2015 10:19 am
- Forum: Estimation
- Topic: Fitting GARCH model
- Replies: 3
- Views: 2655
Re: Fitting GARCH model
So how should i select lags. What is the maximum value that lag can take.
- Sat Oct 03, 2015 11:41 pm
- Forum: Estimation
- Topic: Fitting GARCH model
- Replies: 3
- Views: 2655
Fitting GARCH model
Hi.... Sorry about my English.
I'm a final year student. my research is forecasting petrol demand. i want to fit GARCH model. i am using 260 weekly data. IS there a method in EVIEWS to find optimal lag to fit GARCH model. My data set has only one variable. plzz reply me...
I'm a final year student. my research is forecasting petrol demand. i want to fit GARCH model. i am using 260 weekly data. IS there a method in EVIEWS to find optimal lag to fit GARCH model. My data set has only one variable. plzz reply me...