COMBO Modeling - Tutorial and/or Wizard Mohamad 30. November 2012 22:02 Folgen 0 I am trying to build an ARMA-GARCH model, but I can't find any documentation how to do so? Also, Is it possible to have a Wizard similar to GLM. Facebook Twitter LinkedIn
Kommentare
A more general model for the combo would be SARIMA-GARCH. Here the conditional mean can have support seasonality and heterogeneous volatility in residuals.
The Combo model would be a valuable addition to this powerful and elegant tool!
Bitte melden Sie sich an, um einen Kommentar zu hinterlassen.