Arch-Garch
Arch-Garch. Lab Nine. Producer Price Index for Finished Goods, 1982 =100, 1947.04 – 2008.04. Identification. Trace Histogram Correlogram Unit root test. Model. PACF: try an ARTHREE. Model Validation. Model of mean, ser = 0.00496 Actual, fitted, residual Correlogram of residuals
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