The RATS Software Forum • how to include Autoregressive correction in DCCmean equation

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how to include Autoregressive correction in DCCmean equation

Posted: Thu Nov 07, 2013 9:34 pm

by h3ll3n4

Hi,
i would like to know how can I include the auto regressive equation for mean equation in DCC?

Thank In advance.

Re: how to include Autoregressive correction in DCCmean equa

Posted: Fri Nov 08, 2013 10:40 am

by TomDoan

Isn't that basically what you did before--just simpler (no U.S. lag in the equations)?

Re: how to include Autoregressive correction in DCCmean equa

Posted: Fri Nov 08, 2013 9:48 pm

by h3ll3n4

oh ya..

thanks Tom.