谢了楼上的各位

我用的是DJ Titan Countries

I have just analysed the dax index, my variable is LNDAX, the unit root test said it is nonstationary, 1 order difference said it is stationary now. I also use ARMA (1,1).

But not so understood is, there is also weak ARCH effect, with coefficient 0.27.

R square is almost same:99.8%

You can see my data in another document