- Model
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Do I also need to run residual diagnostics? LM Test, Q-stat, squared residuals to check serial correlation? What else should I do?
Thanks in advance
GARCH(1,1) -M
Moderators: EViews Gareth, EViews Moderator
GARCH(1,1) -M
Hello. Can you guys help me with one problem. I run GARCH(1,1)-in-mean model with Eviews 11. Can you guys help me with the interpretation?
Do I also need to run residual diagnostics? LM Test, Q-stat, squared residuals to check serial correlation? What else should I do?
Thanks in advance
Do I also need to run residual diagnostics? LM Test, Q-stat, squared residuals to check serial correlation? What else should I do?
Thanks in advance
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