Re: GARCH (1,1)-M
Posted: Mon Jun 10, 2013 12:51 pm
No, you really need to figure out why you're getting the result you're seeing.
So really if I check for autocorrelation and the correlogram shows my dependent variable is autocorrelated should I just ignored this because it would not make sense to include y(-1) as an independent variable. Should I just rearrange the way my data is ordered?