Timeline for Comparing AIC between ARMA and GARCH
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 28, 2016 at 10:30 | vote | accept | msmna93 | ||
| Nov 28, 2016 at 10:29 | comment | added | msmna93 | That's what I wanted to know. Loglikelihood is computed on the same dependent variable, hence AIC can be used. @Richard, as always thank you a lot for your detailed answers. | |
| Nov 28, 2016 at 10:22 | history | answered | Richard Hardy | CC BY-SA 3.0 |