[Gretl-users] GARCH models
Hello everybody:
One quick question: when estimating a GARCH model (model -> time series -> GARCH),
is it possible to estimate an ARMA model for the equation of the mean? The problem is
that, while lags of the dependent variable and other regressors are easy to include, I
cannot find an option to include the MA part.
Thanks a lot in advanceCheersJavi
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