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Fitting GARCH model

Posted: Sat Oct 03, 2015 11:41 pm
by harshani
Hi.... Sorry about my English.
I'm a final year student. my research is forecasting petrol demand. i want to fit GARCH model. i am using 260 weekly data. IS there a method in EVIEWS to find optimal lag to fit GARCH model. My data set has only one variable. plzz reply me...

Re: Fitting GARCH model

Posted: Sun Oct 04, 2015 8:30 am
by EViews Gareth
No, EViews will not automatically determine the best lag.

Re: Fitting GARCH model

Posted: Sun Oct 04, 2015 10:19 am
by harshani
So how should i select lags. What is the maximum value that lag can take.

Re: Fitting GARCH model

Posted: Sun Oct 04, 2015 10:21 am
by EViews Gareth
You will have to use economic theory to judge.