Ljung Box and ARCH tests
Posted: 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