Search found 1 match
- Tue Sep 11, 2012 4:51 pm
- Forum: Estimation
- Topic: Error term and Garch Variance term.
- Replies: 0
- Views: 1330
Error term and Garch Variance term.
I'm a beginer. My question is How to create error term series and GARCH variance series. I have created ARCH/GARCH model. σ_t^2=0,00000534+ 〖0.086431 e〗_(t-1)^2+ 〖0.891498 σ〗_(t-1)^2 I dont know how to create error term series and GARCH variance series. Please help me...