Good Evening,
i would like ask you 2 questions:
1) What is the correct command in STATA 15 SE for estimate a Model AR(1) with error GARCH(1,1) ?
2) How can I make a relative graph automatically?
3) How can I comment on the data obtained in a GARCH (1,1) MODEL? I mean i launched a regression and the sum of the parameters Arch and Garch is greater than one! (Arch L1= 0,15 and Garch L1= 1,05). Is it correct? How can I resolve it?
Thanks a lot.
i would like ask you 2 questions:
1) What is the correct command in STATA 15 SE for estimate a Model AR(1) with error GARCH(1,1) ?
2) How can I make a relative graph automatically?
3) How can I comment on the data obtained in a GARCH (1,1) MODEL? I mean i launched a regression and the sum of the parameters Arch and Garch is greater than one! (Arch L1= 0,15 and Garch L1= 1,05). Is it correct? How can I resolve it?
Thanks a lot.
