Arch coefficient comes out negative

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Joakimuppsalastudent
Posts: 2
Joined: Wed Oct 05, 2011 4:14 am

Arch coefficient comes out negative

Postby Joakimuppsalastudent » Wed Nov 09, 2011 1:51 am

Hi,
I am trying to generate arch forecasting, and when I try to do it the arch coefficient (the squared residual) comes out negative. How can that be, it's squared right?
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Joakimuppsalastudent
Posts: 2
Joined: Wed Oct 05, 2011 4:14 am

Re: Arch coefficient comes out negative

Postby Joakimuppsalastudent » Wed Nov 09, 2011 2:03 am

I am using eviews 7 by the way.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Arch coefficient comes out negative

Postby EViews Glenn » Thu Nov 10, 2011 10:38 am

I'm afraid that I don't understand the question.
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