Dear All,
I want to estimate Bivariate Garch Model using MGARCHBEKK package. I am not
able to understand some part of the command this function.
mvBEKK.est(eps=lrdata, order = c(1,1), params = NULL,
fixed = NULL, method = BFGS, verbose = F)
Here what exactly the eps refers to ? It would be
Dear all..
Can anybody help me with mgarchBEKK? After estimate bekk model, i want to
check whether the residuals meet the required assumptions. Can i perform
Portmanteau test, the ARCH-LM test, plots of the AC and PAC functions of the
residuals? Can you give some example with the
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