Saturday, April 10, 2021

ARCH, GARCH and ARIMA modelling Flowchart (Applied Econometrics - Financial)

 Following represents the ARCH, GARCH and ARIMA modelling flowchart.


 We must note one thing that if there is any existence of a serial correlation, we must opt for GARCH model.

Bonus: If you are using ARCH and GARCH through R, then these are the useful packages:

library(FinTS) for ARCH

library(rugarch) for GARCH

This is just a brief about ARCH and GARCH. Will discuss about this with an example, later (with reference to R, Eviews and Gretl).


Thank you

To be contd...


Aditya Pokhrel, Asst Director - NRB

MBA, MA Economics, MPA (rng)

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