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Results tagged with time-series
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user 135324
Time series are data observed over time (either in continuous time or at discrete time periods).
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Is a (G)ARCH model a regression model?
It's a regression model.
AR in GARCH means auto regressive.
It's special in that the AR (auto regressive) means it regress on itself or in time series case it regress on it's past values.
The other …
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