LS Estimates aren't accurate
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Hello
Can you please help me correct this? I am not getting the correct estimates from the following code.
回答 (1 件)
Tom Lane
2013 年 2 月 28 日
1 投票
It looks like you are fitting an AR(160) model.
Aside from that, I can't figure out what you're trying to do. You appear to be generating a GARCH process. I don't see how the 0.01 and 0.95 values appear in your data generation process, but again I'm just not following.
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