GARCH and AKAIKE Information Criteria
Posted: Thu Mar 03, 2011 10:49 am
Hi,
I want to analyze the results of a GARCH Model and would like to know the formula used for the AIC in this case of a garch model. Does the AIC posted in the equation output correspond to the mean equation or the variance equation, or else?
Thank you
PS: I am using eviews 7.1
I want to analyze the results of a GARCH Model and would like to know the formula used for the AIC in this case of a garch model. Does the AIC posted in the equation output correspond to the mean equation or the variance equation, or else?
Thank you
PS: I am using eviews 7.1