GÖR SNABBT

The exercise was created 2024-04-23 by Makizon. Question count: 5.

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  • no arch effect means constant variance in residuals=good=homoscedastic
  • an arch effect means the variance in residuals is not constant=bad=heteroscedastic
  • no autocorrelation no autocorrelation is a good indicator that the model has captured variance structure in the data which means that the model is a good fit
  • aic value aic is the quantified measure of model of good fit and simplicity
  • correlation ma(1) p1=a1=drift

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