what's it mean in Garch model "T_DIST.dof"?
Posted: Wed Jun 08, 2011 4:52 am
hi,
I estimated a Garch(1,1) model , and select the t-distribution in the ERORR BOX,
then i want to know what is the ERORR Box refer to? the mean-equation eroor? or the Variance-equation erorr?
and when i select the t-distribution, there is a "T-DIST.dof" in the estimation result? what's it mean?
very thanks!
I estimated a Garch(1,1) model , and select the t-distribution in the ERORR BOX,
then i want to know what is the ERORR Box refer to? the mean-equation eroor? or the Variance-equation erorr?
and when i select the t-distribution, there is a "T-DIST.dof" in the estimation result? what's it mean?
very thanks!