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is there any way I can estimate Vector ARMAX-GARCH model
I want to estimate the Vector (3 vectors) AR(1)+X-GARCH(1,1) model with multivariate. I found "garchfit" only fits univaria...
13 years ago | 0 answers | 0
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How to estimate VARMA (1,1)
How can I estimate VARMA(1,1).I cannot use vgxvarx, since it is only for VAR. I have successfully set the model as VARMA(1,1), b...
13 years ago | 1 answer | 0
