How to run an ARCH1 model in R Part 2

Поделиться
HTML-код
  • Опубликовано: 3 ноя 2023
  • An ARCH (Autoregressive Conditional Heteroskedasticity) model, often denoted as "ARCH(1)," is a time series model that is used to describe and analyze the conditional heteroskedasticity or volatility clustering in financial and economic time series data.

Комментарии • 1