how to include Autoregressive correction in DCCmean equation

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h3ll3n4
Posts: 9
Joined: Sun Nov 03, 2013 10:04 am

how to include Autoregressive correction in DCCmean equation

Unread post by h3ll3n4 »

Hi,
i would like to know how can I include the auto regressive equation for mean equation in DCC?

Thank In advance.
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TomDoan
Posts: 7826
Joined: Wed Nov 01, 2006 4:36 pm

Re: how to include Autoregressive correction in DCCmean equa

Unread post by TomDoan »

Isn't that basically what you did before--just simpler (no U.S. lag in the equations)?
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h3ll3n4
Posts: 9
Joined: Sun Nov 03, 2013 10:04 am

Re: how to include Autoregressive correction in DCCmean equa

Unread post by h3ll3n4 »

oh ya.. :oops:


thanks Tom. :D
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