模拟生成t=100,500,1000的有arch(1)效应的arma(1,1)模型
研究过程的非线性检验
对于每一个序列估计ar(1)ma(1)arma(1,1) arma(1,1)-arch(2) arma(1,1)-arch(3) arma(1,1)-arch(4) arma(1,1)-arch(5)
arma(1,1)-garch(1,1) arma(1,1)-garch(1,2) arma(1,1)-garch(2,1) arma(1,1)-garch(2,2)
急用 悬赏 200rmb