Risqia Fadhilah Syahrir

5 Questions 8 Answers 0 Followers

Questions related from Risqia Fadhilah Syahrir

The magnitude effect in EGARCH isn't significant?

Hi, I want to ask.. I use rugarch parameter for estimate EGARCH(1,1) parameters.. Using optimal parameters, I got all of parameters significant at 5% level except for 'gamma1' (the magnitude...

10 December 2017 7,048 4 View

How about sign bias test isn't significant in EGARCH?

Hi, my final task is calculate VaR using egarch to filter the residuals.. the leverage parameter in egarch is significant, but the sign bias test isn't significant at all.. can I still use egarch?...

07 December 2017 1,885 7 View

Can I forecast data with ARIMA method with just 2 years of monthly data?

I want to forecast consumer price index, but I just have 2 years monthly data of it.. it means I only have 24 data.. I have checked the plot and there was trend in that data.. Can I use ARIMA?...

22 February 2017 9,310 5 View

What is the alternative of using cluster analysis?

I have some objects and I must make a group of some objects with known characteristics for each cluster before the analysis.. In class I study about cluster analysis but the characteristic of...

20 February 2017 8,227 3 View

What's the best way to compare relationship between qualitative variable and quantitative variable?

Sorry for my bad sentence.. For example, I have 2 qualitative independent variables which are "school degree levels" and "nationality" , then 1 quantitative independent variable which is...

06 February 2017 2,066 6 View