Search found 4 matches
- Tue Jun 05, 2018 10:11 am
- Forum: ARCH and GARCH Models
- Topic: DCC Garch
- Replies: 7
- Views: 14207
Re: DCC Garch
Please can I get the line code for forecasting using DCC Garch (1,2) on Rats
- Fri May 25, 2018 2:44 am
- Forum: ARCH and GARCH Models
- Topic: DCC Garch
- Replies: 7
- Views: 14207
Re: DCC Garch
Thanks. What about the A{1}(1), A{1}(2),... B(3)? Need to know the meaning of all.
- Thu May 24, 2018 2:12 am
- Forum: ARCH and GARCH Models
- Topic: DCC Garch
- Replies: 7
- Views: 14207
Re: DCC Garch
What I really need is the meaning of C(1), C(2),... ,DCC(B) and the interpretation of their coefficients. I will see if there are outliers and try to handle that. Thanks.
- Tue May 22, 2018 9:38 am
- Forum: ARCH and GARCH Models
- Topic: DCC Garch
- Replies: 7
- Views: 14207
DCC Garch
Please I need help with interpretation of results of fittingba DCC Garch (1,2) as seen below MV-DCC GARCH - Estimation by BFGS Convergence in 74 Iterations. Final criterion was 0.0000012 <= 0.0000100 Daily(7) Data From 2017:01:19 To 2018:01:17 Usable Observations 364 Log Likelihood -4308.1937 Variab...