GARCHUV.RPF is an example of the use of the GARCH instruction to estimate various forms of univariate GARCH models, including diagnostics.
Detailed description
GARCHUV.RPF—Basic univariate GARCH models
GARCHUV.RPF—Basic univariate GARCH models
Last bumped by TomDoan on Fri Aug 02, 2024 11:45 am.