photo

Esmail


Hochschule Ruhr West

2014년부터 활동

Followers: 0   Following: 0

메시지

Professional Interests: Modelling Energy Markets

통계학

  • First Review
  • First Answer

배지 보기

Feeds

보기 기준

질문


How to interpret the outputs of DCC Multivariate GARCH
Hello everybody, I want to run a dcc.m code of the MFE Kevin Sheppard toolbox by giving the following code: [PARAMETERS,LL...

9년 초과 전 | 답변 수: 3 | 0

3

답변

답변 있음
Length of X vector in ARMAX/ARIMAX/SARIMAX model
I've had the same problem yesterday. I think if you are going to 'estimate' a ARMAX(p,q) modell you have to add P old values at ...

대략 10년 전 | 0