Hello Sven, Do I have any feedback in relation to the literature that I referred about forecasting with models like EARCH, TARCH etc.
Thanks, Karthik Sven Schreiber wrote on 2014-09-29 10:50 AM +0530: > Am 28.09.2014 um 10:26 schrieb Karthik Raju: >> I am a beginner in time series analysis. So, please can you guide me how >> to formulate the code for unique models like EGARCH, TARCH etc. >> > > Please show us some example from the literature where this is done, in > order to address the conceptual difficulties that Jack mentioned. Only > afterwards could we possibly move to the stage of formulating code. > > thanks, > sven > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > >