Search found 5 matches
- Sat Mar 12, 2016 4:49 am
- Forum: Econometric Discussions
- Topic: Time series Break tests
- Replies: 2
- Views: 4295
Re: Time series Break tests
please how can i conduct the bai and perron's test on the mean and variance equation for garch models .It works for the mean Eq but for the variance eq. i have an error msg . Thanks
- Wed Mar 09, 2016 2:09 am
- Forum: Econometric Discussions
- Topic: ICSS algorithm
- Replies: 1
- Views: 3653
Re: ICSS algorithm
did you find the answer ?,
- Mon Dec 21, 2015 7:57 am
- Forum: Econometric Discussions
- Topic: Question about AR Processes
- Replies: 4
- Views: 6163
Re: Question about AR Processes
please , i am working on prices indexes and i am trying to do the Ljung Box and ARCH tests, i have tetsted them with EVIEWS , i have written the steps to test it and the interpretation. I just want to know if my demarche is correct ?? because i should repeat this demarche with other 10 indexs! thank...
- Mon Dec 21, 2015 7:44 am
- Forum: Econometric Discussions
- Topic: Ljung Box and ARCH tests
- Replies: 0
- Views: 3346
Ljung Box and ARCH tests
please , i am working on prices indexes and i am trying to do the Ljung Box and ARCH tests, i have tetsted them with EVIEWS , i have written the steps to test it and the interpretation. I just want to know if my demarche is correct ?? because i should repeat this demarche with other 10 indexs! thank...
- Mon Dec 21, 2015 7:22 am
- Forum: Econometric Discussions
- Topic: Which ARIMA model should I use? ACF, PCF not significat
- Replies: 1
- Views: 2945