Dear all,
I tried to google on the internet what the inverted roots problem is, as you recently told
me about the ARMA-GARCH problem I had.
Following up our discussion, the "best" model for my problem (under given
circumstances) is AR(7)-GARCH(1,1)-t but the common inverse roots show up again. Can you
please tell me what this means?
The Eviews estimation result is
http://eubie.sweb.cz/gretl_forum/ar7.PNG
Thank you,
Daniel