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- Thu Aug 04, 2011 6:10 am
- Forum: Econometric Discussions
- Topic: GARCH - Testing for ARCH
- Replies: 0
- Views: 4713
GARCH - Testing for ARCH
Hi guys, Hope this is the right forum. It's primarily a question about econometrics in general, but I'm using EViews. Would really appreciate some comments on the following: I've tested for ARCH effects in an ARMA(1,1) for different maturities in the money market. Both the F and LM statistic indicat...