Ljung Box and ARCH tests

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guiri
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Joined: Mon Dec 21, 2015 5:25 am

Ljung Box and ARCH tests

Postby guiri » Mon Dec 21, 2015 7:44 am

please , i am working on prices indexes and i am trying to do the Ljung Box and ARCH tests, i have tetsted them with EVIEWS , i have written the steps to test it and the interpretation. I just want to know if my demarche is correct ?? because i should repeat this demarche with other 10 indexs! thanks a lot
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