Timeline for Interpreting test results for ARCH effects in ARIMA model
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jun 4, 2023 at 14:35 | vote | accept | lucas spring | ||
| Jun 4, 2023 at 12:43 | comment | added | Richard Hardy | Your 2nd and 3rd sentences seem to be contradictory. $H_0$ is homoskedasticity, i.e. absence of ARCH effects. If you reject $H_0$, then you reject absence of ARCH effects, i.e. they seem to be present. | |
| Jun 4, 2023 at 12:40 | history | edited | Richard Hardy | CC BY-SA 4.0 |
added 1 character in body; edited tags; edited title
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| Jun 4, 2023 at 12:39 | answer | added | Richard Hardy | timeline score: 0 | |
| Jun 4, 2023 at 11:52 | history | edited | lucas spring | CC BY-SA 4.0 |
deleted 323 characters in body
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| S Jun 4, 2023 at 11:46 | review | First questions | |||
| Jun 4, 2023 at 12:21 | |||||
| S Jun 4, 2023 at 11:46 | history | asked | lucas spring | CC BY-SA 4.0 |