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- Fri Dec 11, 2009 12:21 pm
- Forum: ARCH and GARCH Models
- Topic: EGARCH Parameters and Tests
- Replies: 1
- Views: 4994
EGARCH Parameters and Tests
Hello all. I am new to RATS and looking for a little help interpruting a EGARCH model and testing a couple of the parameters. I searched and searched examples and the site before posting. I am running a simple AR(1) EGARCH(1,1) and first need to be sure I am interpruting the results correctly. Varia...