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- Thu Nov 20, 2008 9:02 pm
- Forum: ARCH and GARCH Models
- Topic: VARMA-GARCH
- Replies: 2
- Views: 10171
Re: I have same question for VARMA-GARCH program
Dear sir: About Varma-GARCH program for the variance model which I can not wirte in the RATS because I don't know how to combine the Var and MA with GARCHto write. I know this model could solve some questions for predition in some way of economy. Can you share the RATS code for the VARMA-GARCH? I wo...