Beloved guest/subscriber, you have discovered my amazing RUclips Channel tailored specifically for you and other beginners and intermediate users. Please do not keep me to yourself (lol). Kindly share my videos and links with your students, colleagues and academic community so that they too can SUBSCRIBE and learn with ease….and for the global community to be aware that applied econometrics can be simplified. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Hai ma'am I wanna ask, if we are estimating models to find the best model, but of all those models, the probability is not significant Can the model still be used for forecasting?
I thank You very much for your supportive videos. But i would like to ask you a question. How can we measure the level of Volatility and use it for regression purpose?
I have the real exchange rate data on an yearly basis. Could you please please tell me how to find the exchange rate volatility and its figure??? Any supporting video link? Eviews application etc?
Hi Mohammed, that's the number of times the algorithm takes to generate the result. You shouldn't concern yourself with that. Not really important. Thanks
Thank you very much, could recored another video talking about the treatment with data from A to Z ( how can applying the model to decrease the errors)
@@CrunchEconometrix Thank you very much and appreciate your hard work, I am DBA Student and have two master degree, I am working on my Doctorate Thesis so I am looking for enhance my results by Eviews program.
When i click "ok" button at @2.41 is get error saying "ARCH estimation requires a continuous sample". Im currently working on 5 year daily data from today downloaded for indian stock index called Nifty50 from yahoo. I have learnt from another youtube video that presence of break-through point matters.? am i getting error message bcoz of that? can u please guide!
Beloved guest/subscriber, you have discovered my amazing RUclips Channel tailored specifically for you and other beginners and intermediate users. Please do not keep me to yourself (lol). Kindly share my videos and links with your students, colleagues and academic community so that they too can SUBSCRIBE and learn with ease….and for the global community to be aware that applied econometrics can be simplified. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Saving my Masters degree question by question. GOD BLESS
Glad to hear, Babar...congratulations in advance!
Hai ma'am
I wanna ask, if we are estimating models to find the best model, but of all those models, the probability is not significant
Can the model still be used for forecasting?
You need models with significant p-values for forecasting.
please can you explain what you mean by 11 iterations before convergence
Hi Kingsley, iterations are the different models undertaken in the background by the software before the FINAL model displayed on the screen.
From the analysis how can we analyse the volatilty.. How volatile is the data.
Kritika, I explained that in ARCH/GARCH videos.
I thank You very much for your supportive videos. But i would like to ask you a question. How can we measure the level of Volatility and use it for regression purpose?
That is what this ARCH videos are about. Measuring the volatility of a series.
If your data does not show any arch effects does that mean you cannot estimate an arch model from it?
Yes, Shayden.
I have the real exchange rate data on an yearly basis. Could you please please tell me how to find the exchange rate volatility and its figure??? Any supporting video link? Eviews application etc?
Hi Waqar, ARCH is for high frequency data just as I explained.
@@CrunchEconometrix What is the solution to my problem?
Very informative video (y)
Thanks for the positive feedback, Shashank...deeply appreciated! May I know from where(location) you are reaching me?
@@CrunchEconometrix India- Mumbai
@@shashankvishnoi91 Wow! Please spread the word about my videos to your students and academic community in India 🇮🇳! 💕 😊
is it necessary to check serial correlation for building arch model?
The presence of heteroscedasticity is what you need to engage ARCH techniques.
could you explain what does it mean of "11 iteration to reach convergence"
Hi Mohammed, that's the number of times the algorithm takes to generate the result. You shouldn't concern yourself with that. Not really important. Thanks
thanks, I’m just curious
How do we know how many ARCH lag we need? How do we know we only need ARCH(1) and not ARCH(2), or AR(1) only etc...?
Hi Poppy, please watch the prerequisite ARCH videos as advised before watching this. thanks.
@@CrunchEconometrix hi I have watched them all, can you please advice me which one it is please?
Always a great explanation, congratulations! Now, what if the coeficiente B1 is greater than 1, what should i do?
Hi Estevao, kindly watch the videos on "Basics of ARCH modeling"' for the response to your query. Thanks.
@@CrunchEconometrix thanks
Thank you
You are welcome, Diouma.
want to ask, if the arima model is not normally distributed, can we continue to the GARCH model?
Kindly watch my GARCH videos to understand the fundamentals.
Hi, can you please explain what you mean by the model is explosive if b1>1. its at 6mins 13 seconds into the video. Thanks
Hi Kishan, if you follow the prerequisite videos b11 then the model becomes explosive. I advise you watch the entire series if you haven't. Thanks.
What does the mean equation tell us and can you specify what the mean equations formula please?
I gave the interpretation. You may need to watch my ARCH vids from the beginning.
Thank you very much, could recored another video talking about the treatment with data from A to Z ( how can applying the model to decrease the errors)
I'll do my best, Moon. May I know from where (location) you are reaching me?
@@CrunchEconometrix Thank you very much and appreciate your hard work, I am DBA Student and have two master degree, I am working on my Doctorate Thesis so I am looking for enhance my results by Eviews program.
I have a question, how can I calculate the returns for a particular index given that I have the closing prices?
Hi Phu, pardon my late response. Kindly check other online resources for that. Thanks.
thanks a lot. how can we estimate the arch model with more than one variable? is it possible?
Perhaps, you may have to seek further online information.
When i click "ok" button at @2.41 is get error saying "ARCH estimation requires a continuous sample". Im currently working on 5 year daily data from today downloaded for indian stock index called Nifty50 from yahoo. I have learnt from another youtube video that presence of break-through point matters.? am i getting error message bcoz of that? can u please guide!
What do you mean by @2.41?
@@CrunchEconometrix it means at time 2 minutes 41 seconds in the above video, Thx
But the problem is solved now. There were some missing data in the set downloaded from yahoo.
Oh, okay. Glad you resolved it.
any video on GARCH MODEL
Not yet, Nagaraj. But it's on my to-do-list. Thanks for watching my videos. May I know from where (location) you are reaching me?