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[Gretl-users] arima + arch ?
Chris
Tuesday, 5 June 2007
Tue, 5 Jun '07
11:56 a.m.
is there any way to combine arima with arch? Is this a stupid question? When I run the arima stuff I get a fantastic fit to the data, but when I run the arch test it shows I definitely have an arch process. Thanks, Chris
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