Displaying 3 results from an estimated 3 matches for "erroranalysis".
2012 Nov 02
2
Remus: Xen 4.2.1 with Debian 6.0 does not work
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2012 Nov 02
2
Remus: Xen 4.2.1 with Debian 6.0 does not work
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2012 Mar 11
0
specify GARCH model, using garchFit()
...race = F)
Meanand Variance Equation:
data ~ garch(2, 1)
<environment: 0x03c0c84c>
[data =ex3.5$sp5]
ConditionalDistribution:
norm
Coefficient(s):
mu omega alpha1 alpha2 beta1
0.630047 0.716062 0.048446 0.096263 0.838793
Std.Errors:
based on Hessian
ErrorAnalysis:
Estimate Std. Error t value Pr(>|t|)
mu 0.63005 0.14072 4.477 7.56e-06 ***
omega 0.71606 0.26264 2.726 0.0064 **
alpha1 0.04845 0.03096 1.565 0.1176
alpha2 0.09626 0.04354 2.211 0.0271 *
beta1 0.83879 0.02477 33.858 < 2e-16 ***...