Search found 1 match
- Fri Mar 14, 2014 11:14 am
- Forum: Econometric Discussions
- Topic: Basic ARCH question
- Replies: 1
- Views: 1859
Basic ARCH question
Hi, I am relatively new to eviews and currently finishing my bachelors in Economics. I want to use an ARCH model alongside an OLS model as it is a financial time series and I believe the variance in the previous period is significant. I have attached a picture of the estimation output of the ARCH mo...
