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 is similar to autocorrelation, in fact it could be described as autocorrelation of the residuals of an AR model. …
Time Series We can use regression models for time series as well. The two basic time series graphs are the …