Timeline for How to compute conditional correlation matrix by using standardized residuals and variances of the each series after DCC-GARCH estimation in R
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
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| Nov 25, 2019 at 10:52 | comment | added | SUBHAMITRA PATRA | Thank you very much. Previously, Your excellent suggestion solved my problem. But, I have one more query like individual plot command plotting the DCC between the two variables as follows plot(rcor(fit1, type="R")['AA','CVX',], type='l'), is there any command to obtain the DCC coefficients between 'AA' and 'CVX' throughout the history? I am able to obtain the correlation matrix, but I need correlation coefficients between the particular variables. Thank you very much for your help. | |
| Feb 17, 2018 at 3:03 | review | First posts | |||
| Feb 17, 2018 at 4:03 | |||||
| Feb 15, 2018 at 6:57 | vote | accept | SUBHAMITRA PATRA | ||
| Feb 15, 2018 at 6:57 | vote | accept | SUBHAMITRA PATRA | ||
| Feb 15, 2018 at 6:57 | |||||
| Feb 14, 2018 at 15:24 | answer | added | A. G. | timeline score: 1 | |
| Feb 14, 2018 at 8:04 | history | edited | SUBHAMITRA PATRA | CC BY-SA 3.0 |
added 19 characters in body
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| S Feb 14, 2018 at 6:57 | history | suggested | A. G. | CC BY-SA 3.0 |
Formatted code to be easier to read
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| Feb 14, 2018 at 6:12 | review | Suggested edits | |||
| S Feb 14, 2018 at 6:57 | |||||
| Feb 14, 2018 at 5:44 | history | edited | SUBHAMITRA PATRA | CC BY-SA 3.0 |
edited body; edited title
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| Feb 14, 2018 at 5:29 | history | asked | SUBHAMITRA PATRA | CC BY-SA 3.0 |