EVIEWS中GARCH模型的均值方程如何估计 请问用eviews构建garch模型,得到了具体的方程,然后...

garch-m\u6a21\u578beviews\u4e2d\u7684\u5747\u503c\u65b9\u7a0b\u600e\u4e48\u5199

\u5f97\u5230\u4e4b\u540e\u5c31\u53ef\u4ee5\u5f88\u660e\u663e\u770b\u5230\u8fd9\u4e2a\u65b9\u7a0b\u7684

\u65b9\u7a0b\u5c31\u662f\u6839\u636e\u5177\u4f53\u6570\u636e\u5f97\u5230\u7684\u7ed3\u679c\uff0c\u600e\u4e48\u4f1a\u53cd\u8fc7\u6765\u53c8\u8981\u5177\u4f53\u6570\u636e\uff1f
\u65b9\u7a0b\u5f97\u5230\u4e86\uff0c\u8bf4\u660e\u4f60\u5df2\u7ecf\u77e5\u9053\u64cd\u4f5c\u6b65\u9aa4\u4e86\uff0c\u7136\u540e\u4f60\u73b0\u5728\u53cd\u95ee\u64cd\u4f5c\u6b65\u9aa4\u662f\u4ec0\u4e48\uff1f

均值方程看你如何设置,如果是常数均值方程,则直接输入y c ,然后设置波动率模型,如果均值方程是ARMA模型,则用y c AR(1) AR(2) MA(1) MA(2),波动模型自己设计啦!

GARCH模型比较麻烦的,一两句说不清楚

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