choose best model in arch/garch

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marsillam_tambunan
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Joined: Fri Jul 02, 2010 1:18 am

choose best model in arch/garch

Postby marsillam_tambunan » Fri Jul 02, 2010 1:42 am

i made 27 arch/garch models with eviews 4.0. with parsimony principle, i choose arch (1) because its R squared and R adjusted squared is positive and another models (26 models) have negative both R squared and R adjusted squared. Is it optimal decision for me based on parsimony principle?

Help me pls...

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