ARIMA(2,1,1)-GARCH(1,0)
Posted: 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.