@Sangeetha-Nagarakatte

Sangeetha Nagarakatte

2 Questions 1 Answers 0 Followers

Questions related from Sangeetha Nagarakatte

How to do a diagnostic tests that is Q20 and Q45 in R for BEKK GARCH model ?

How to extract residuals in R for BEKK Garch model

09 July 2023 4,910 2 View

When i applied the BEKK GARCH model in R, in few of my output i got NaN. How do i rectify this?

BEKK GARCH output Estimates Std.Error t value Pr{>|t|} B12 0.90 NaN NaN NaN

24 January 2023 7,817 5 View

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