Search found 2 matches

by sdi
Fri Oct 23, 2009 2:33 am
Forum: Data Manipulation
Topic: LM Test with 0 R^2 Coefficient and Probabilities=1
Replies: 5
Views: 15391

Re: LM Test with 0 R^2 Coefficient and Probabilities=1

pls, i need help! some1 analyzed a data using daily entries, tested for arch effect and concluded that arch errors are present, but when i did d same with monthly data, same company, i got an response of "no arch errors". The procedure i used is as follows: 1. i estimated equation y = c + ...
by sdi
Thu Sep 24, 2009 5:35 am
Forum: Estimation
Topic: NAs in GARCH
Replies: 9
Views: 16227

Re: NAs in GARCH

The most elegant solution is to not have the non-trading days in your workfile, by structuring it as dated with date series.
please, how can one structure it as dated with date series? 1OQ.

Go to advanced search