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Esmail


Hochschule Ruhr West

Attivo dal 2014

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Professional Interests: Modelling Energy Markets

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How to interpret the outputs of DCC Multivariate GARCH
Hello everybody, I want to run a dcc.m code of the MFE Kevin Sheppard toolbox by giving the following code: [PARAMETERS,LL...

circa 9 anni fa | 3 risposte | 0

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Length of X vector in ARMAX/ARIMAX/SARIMAX model
I've had the same problem yesterday. I think if you are going to 'estimate' a ARMAX(p,q) modell you have to add P old values at ...

oltre 9 anni fa | 0