Timeline for How to check the residuals of a ARIMA-ARCH model?
Current License: CC BY-SA 3.0
4 events
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| Jun 6, 2015 at 20:58 | comment | added | Richard Hardy | No, unfortunately I do not use Matlab. I suppose there should be some help files stating clearly what is what in Matlab. | |
| Jun 6, 2015 at 20:06 | vote | accept | Fred | ||
| Jun 6, 2015 at 20:06 | comment | added | Fred |
Thank you for the answer just to be clear I am actually using garchfit and garchinfer functions in MATLAB but I used these notions since most of people know R here. By any chance do you know that the residuals that I get from garchinfer function is the same as the '@residuals' from "fGarch" in R?
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| Jun 6, 2015 at 19:35 | history | answered | Richard Hardy | CC BY-SA 3.0 |