-- ARIMA (p,d,q): y(t) = c + α1.y(t-1) + … + αp.y(t-p) + β1.ε(t-1) + … + βq.ε(t-q) + εt (univariate) -- ARIMAX: Having a exogenous variables (x) into the ...
README An Automated ARCH-GARCH Modeling Selection Tutorial In this tutorial, an Automated Selection for ARCH-GARCH modeling procedure is applied for the Unemployment Rate in U.S. monthly data starting ...
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