choose best model in arch/garch
Posted: 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...
Help me pls...