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- Mon Sep 02, 2013 3:42 am
- Forum: Estimation
- Topic: EVIEW- Dummy variable - the day of the week - Garch
- Replies: 2
- Views: 2845
EVIEW- Dummy variable - the day of the week - Garch
Hello guys, I'm very new with eviews and i would need help from you to run Garch Model on market daily returns series to test the day of the week effect. As I know, the steps to run Garch model is firstly test autocorrelation ==>> run ARMA model ==> test ARCH effect ==> run GARCH. I can test autocor...