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- Thu Dec 22, 2016 2:00 am
- Forum: Programming
- Topic: Modelling of CCC and DCC-GARCH
- Replies: 0
- Views: 6031
Modelling of CCC and DCC-GARCH
Am currently working on my thesis and having challenges on how to write the command for CCC and DCC-GARCH. This is how i intend to model the various equations. Food Prices MAIZEPR = C(1) + C(2)*CRUDEPR(-1) + C(3)*EXCHANGE(-1) + C(4)*INFLATION(-1) +C(5)*MAIZEPR(-1) + C(6)*RICEPR(-1) + C(7)*WHEATPR(-1...