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by Kunkkis
Mon Mar 30, 2020 12:56 pm
Forum: Econometric Discussions
Topic: GARCH(1,1) -M
Replies: 0
Views: 7440

GARCH(1,1) -M

Hello. Can you guys help me with one problem. I run GARCH(1,1)-in-mean model with Eviews 11. Can you guys help me with the interpretation?
GARCH.JPG
Model
GARCH.JPG (98.85 KiB) Viewed 7438 times
Do I also need to run residual diagnostics? LM Test, Q-stat, squared residuals to check serial correlation? What else should I do?

Thanks in advance

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