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arima estimate error with garch

Asked by Jonah

Jonah (view profile)

on 16 Sep 2014
Latest activity Answered by Karl-Martin

Karl-Martin (view profile)

on 16 Mar 2015 at 10:40
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Wind speed prediction using ARIMA model

Asked by Aubai

Aubai (view profile)

on 19 May 2014
Latest activity Commented on by JiashenTeh

JiashenTeh (view profile)

on 2 Mar 2015 at 11:55
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Calculate VaR for equity portfolio

Asked by Paul

Paul (view profile)

on 13 Oct 2014
Latest activity Commented on by Paul

Paul (view profile)

on 14 Oct 2014
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How to simulate ARIMA from residuals?

Asked by Fred

Fred (view profile)

on 27 Aug 2014
Latest activity Answered by Roger Wohlwend

Roger Wohlwend (view profile)

on 1 Sep 2014
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1answer
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Wind speed forecasting using ARIMA model

Asked by George

George (view profile)

on 11 Jul 2014
Latest activity Answered by Shashank Prasanna

Shashank Prasanna (view profile)

on 11 Jul 2014
1answer
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External regressors in the volatility process of a GARCH.

Asked by Davide

Davide (view profile)

on 23 Jun 2014
Latest activity Answered by Shashank Prasanna

Shashank Prasanna (view profile)

on 23 Jun 2014
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How to compute confidence bands for IRF's within in vgx framework?

Asked by Esben

Esben (view profile)

on 11 Jun 2014
Latest activity Answered by Hang Qian

Hang Qian (view profile)

on 14 Jun 2014
1answer
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Error With Forecasting ARIMAX Model

Asked by J.C.

J.C. (view profile)

on 27 Mar 2014
Latest activity Commented on by J.C.

J.C. (view profile)

on 31 Mar 2014
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Why would vgxsim and vgxpred yield different forecasts?

Asked by Hector

Hector (view profile)

on 2 Jan 2014
Latest activity Answered by Hang Qian

Hang Qian (view profile)

on 30 Mar 2014
1answer
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AR(p) parameters estimation

Asked by Mario

Mario (view profile)

on 20 Feb 2014
Latest activity Edited by Shashank Prasanna

Shashank Prasanna (view profile)

on 28 Feb 2014
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Problem with Autocorrelation function

Asked by Marc Wilkinson

Marc Wilkinson (view profile)

on 28 Apr 2013
Latest activity Commented on by Josh

Josh (view profile)

on 26 Feb 2014
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Error running EGcitest, even using example.

Asked by Josh

Josh (view profile)

on 25 Feb 2014
Latest activity Commented on by Josh

Josh (view profile)

on 25 Feb 2014
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1answer
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How to interpret this result from lbqtest?

Asked by silicon

silicon (view profile)

on 7 Oct 2013
Latest activity Edited by Shashank Prasanna

Shashank Prasanna (view profile)

on 7 Oct 2013
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ARIMA modelling and forecasting.

Asked by Neville

Neville (view profile)

on 18 Sep 2013
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