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. …
arch
Module 9.2 LOS 9.h (And General Times Series: Instability of Coeffiecients in Time Series Models
Time Series We can use regression models for time series as well. The two basic time series graphs are the …