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- Tue Mar 22, 2011 1:45 pm
- Forum: Econometric Discussions
- Topic: Data format for GARCH (1,1)
- Replies: 4
- Views: 5879
Re: Data format for GARCH (1,1)
Hello There Thanks for your answer first. I am trying to see the impact of Volatility in GARCH (1,1) model. I have four crops and I proved that my data is non station and I changed to I(1). After doing this I also add dummies to see the impact of volatility in specific months. When I run the formula...