10. ARCH test

The exercise was created 14.03.2024 by Makizon. Anzahl Fragen: 7.

Click

Learn the words

Type

Spell the words

Listen

Listen

Games

Play games

Drucken

Auf Papier lernen



Fragen wählen (7)

Normally, all words in an exercise is used when performing the test and playing the games. You can choose to include only a subset of the words. This setting affects both the regular test, the games, and the printable tests.

All None

  • vad ska du göra först? installera FinTS
  • vad ska du göra ARCH test på? ARIMA som var bäst från ARIMA-modellen
  • H0 there are no ARCH effects, p-value > 5%
  • H1 there are ARCH effects, p-value < 5%
  • vad betyder det om det inte finns ARCH effects model is homoscedastic
  • gör ARCH test på ARIMA010 FinTS::ArchTest(ARIMA010$residuals)
  • gör ARCH test på ARIMA111 FinTS::ArchTest(ARIMA111$residuals)

All None

Freigegebene Übung

https://spellic.com/ger/abfrage/10-arch-test.11989312.html

Share