arch eviews
Estimate generalized autoregressive conditional heteroskedasticity (GARCH) models. Syntax. eq_name.arch(p,q,options) y [x1 x2 x3] [@ p1 p2 ..., Autoregressive Conditional Heteroskedasticity (ARCH) models are specifically designed to model and forecast conditional variances.
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 arch eviews 相關參考資料
EViews Help: Additional ARCH Models - EViews.com
To estimate a TARCH model, specify your GARCH model with ARCH and GARCH order and then change the Threshold order to the desired ... http://www.eviews.com EViews Help: arch - EViews.com
Estimate generalized autoregressive conditional heteroskedasticity (GARCH) models. Syntax. eq_name.arch(p,q,options) y [x1 x2 x3] [@ p1 p2 ... http://www.eviews.com EViews Help: ARCH and GARCH Estimation - EViews.com
Autoregressive Conditional Heteroskedasticity (ARCH) models are specifically designed to model and forecast conditional variances. http://www.eviews.com 廣義自我迴歸條件異質變異數模式之參數估計介紹
... 的Rats 及Eviews 套裝軟體的結果進行比較。 介紹在GARCH. 模式及IGARCH. 模式中， 利用. BHHH 數值方. 法，解決參數估計. 及檢定的問題。 ARCH、GARCH ... http://censrisk.tej.com.tw 第十八章eviews软件学习ARCH和GARCH估计_图文_百度文库
第十八章ARCH和GARCH估计EViews中的大多数统计工具都是用来建立随机变量的条件均值模型。本章讨论的重要工具具有与以往不同的 ... https://wenku.baidu.com |