Chapter 17 – ARMA Model with GARCH errors

Discussion in 'SP9' started by ActStudent1405, Jul 10, 2018.

  1. On page 16 of chapter 17, how is (Xt-j - µt-j) in the MA part of equation µt derived?
     

    Attached Files:

  2. Gentle reminder! Thank you.
     

Share This Page