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GARCH diagnostics via standardized residuals: interpreting my findings
I have fit a GARCH(1,) model in Python, assuming the residuals are $t$ distributed. I am checking the standardized residuals. ARCH and Ljung-Box tests don't reject the null hypothesis. However, I am ...
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Interpreting Root Mean square Error (RMSE )when dependent variable is log transformed [duplicate]
So I have developed a model to predict the house prices in a county.I log transformed the target variable (home price).I split the data into training and testing sets.I trained the model on the ...
