I'm new in RATS and I'm exploring the examples. I would simply like to know the code to A(2,2).
You could write the codes?
Thanks a lot.
Search found 2 matches
- Thu Jun 01, 2017 4:36 pm
- Forum: Examples and Sample Code
- Topic: Elder-Serletis(2010) VAR-GARCH-M
- Replies: 87
- Views: 177365
- Thu Jun 01, 2017 3:16 pm
- Forum: Examples and Sample Code
- Topic: Elder-Serletis(2010) VAR-GARCH-M
- Replies: 87
- Views: 177365
Re: Elder-Serletis(2010) VAR-GARCH-M
Dear Tom
I do have a question, if instead of a GARCH (1,1) as Elder's version. I try run a GARCH (2,2) what would be the code? Let's say, this would be the only modification I make to Elder's version.
could you help me? please.
Thanks a lot.
I do have a question, if instead of a GARCH (1,1) as Elder's version. I try run a GARCH (2,2) what would be the code? Let's say, this would be the only modification I make to Elder's version.
could you help me? please.
Thanks a lot.