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I try to validate VaR model with hypothesis: Ho : model is valid if LR < CV LR is likelihood ratio CV is critical value (Chi-square distribution) Question: Can I say that this is similar with Goodness of Fit test, LR as calculated Chi-square and CV as table Chi-square(Chi-square stat)? Please give m...

i made 27 arch/garch models with eviews 4.0. with parsimony principle, i choose arch (1) because its R squared and R adjusted squared is positive and another models (26 models) have negative both R squared and R adjusted squared. Is it optimal decision for me based on parsimony principle? Help me pl...