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- Sat Apr 13, 2013 11:46 am
- Forum: Bug Reports
- Topic: GARCH forecasting
- Replies: 19
- Views: 34523
Re: GARCH forecasting
I am running into the same issue when running GARCH-M, TARCH-M, CGARCH-M models using the interest rate differential (gbpjpy_fx) as the dependent with a constant and the interest rate differential (gbpjpy_int) in the mean equation with the standard deviation in the mean equation. Can anyone give me ...