ARIMA(2,1,1)-GARCH(1,0)

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pieapple123
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Joined: Thu Jul 11, 2013 8:04 am

ARIMA(2,1,1)-GARCH(1,0)

Postby pieapple123 » Mon Jul 15, 2013 8:56 am

I would like to know, how can i type an equation of ARIMA(2,1,1)-GARCH(1,0) and what method for this equation? Can i use ls method? How about an equation for ARIMA(2,1,1)-GARCH(1,1) and ARIMA(2,1,1)-GARCH(2,1) Thank you.
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EViews Gareth
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Re: ARIMA(2,1,1)-GARCH(1,0)

Postby EViews Gareth » Mon Jul 15, 2013 8:59 am

To estimate a GARCH model, you use the ARCH estimation method. You can add ARMA terms to the mean equation in the same way you would add them in a least squares estimation.
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