HI!
I'm working with London Fix silver data prices, since 30/09/08 to 30/09/11.
I make Heteroskedastity Test - ARCH and Prob. Chi-Square is zero.
I'm looking for an ARCH model (maybe GARCH, TARCH, EGARCH) but i can't find one
To validate mean and variance equations, I analyse residual tests (correlogram and correlogram squared residuals respectively) but last p-values are zero (after 24 lags)
I really need to find one model, but i don't know what I'm doing wrong...
Someone have an idea how can i find this?
thanks a lot for any help...
Luisa.
PD: ATTACH SILVER WF
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ARCH WITHOUT MODEL
Moderators: EViews Gareth, EViews Moderator
ARCH WITHOUT MODEL
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