Module 9.5 LOS 9.m, 9.n: Testing an AR model for ARCH, nonstationarity and cointegration
ARCH is similar to autocorrelation, in fact it could be described as autocorrelation of the residuals of an AR model. …
AR model
Module 9.1 LOS 9.a: Forecasting with an AR model
The simplest form of a linear trend is: yt = b0 + b1(t) + εt where: yt = the value of the time …