Arch coefficient comes out negative
Posted: 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?
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?