Search found 2 matches
- Wed Nov 09, 2011 2:03 am
- Forum: Programming
- Topic: Arch coefficient comes out negative
- Replies: 2
- Views: 2077
Re: Arch coefficient comes out negative
I am using eviews 7 by the way.
- Wed Nov 09, 2011 1:51 am
- Forum: Programming
- Topic: Arch coefficient comes out negative
- Replies: 2
- Views: 2077
Arch coefficient comes out negative
Hi,
I am trying to generate arch forecasting, and when I try to do it the arch coefficient (the squared residual) comes out negative. How can that be, it's squared right?
I am trying to generate arch forecasting, and when I try to do it the arch coefficient (the squared residual) comes out negative. How can that be, it's squared right?