Re: [Gretl-users] ARCH (2) and GARCH (0,2)

Monday, 28 February 2011

Am 28.02.2011 17:07, schrieb ajzhmkaven(a)hotmail.com:
...
 I got alpha1=0.21 and alpha2=0.23 using arch command and alpha1=0.41
 and alpha2=0.45 using garch command. Does this look like a error? Or
 I am not using the command correctly?  
They certainly look quite different at first glance, but it depends on
the data. Maybe you should provide more details, and possibly even the
data. (To the list please, not in private mail.)

cheers,
sven

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