How can I get the residuals?

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How can I get the residuals?

Postby ming_lee » Sat Sep 08, 2012 10:31 pm

Hello,

I am using the RATS codes that replicates the GARCH_DF model used by Dueker(1997) in "Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility" pubilsed in Journal of Business and Econoic Statistics.

I want to do analysis with the residuals of the final Markov Swithcing GARCH model.
How can I get the residuals?

Could you please help me?

Thank you very much in advance.
ming_lee
 
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