Specify mean equation for GARCH(p,q)
Posted: Mon Jul 18, 2011 5:25 am
by tg128
Hi, just wondering how I can specify the mean equation for GARCH(p,q) please? Many thanks!
Re: Specify mean equation for GARCH(p,q)
Posted: Mon Jul 18, 2011 7:56 am
by EViews Gareth
It is pretty well labeled in the ARCH estimation dialog. You fill in the box that is called "Mean Equation".