Question: 1- The first step in testing the ARCH process is ______ a. check non-linearity of the series. b. check stationary properties of the series. c.

1- The first step in testing the ARCH process is ______

a. check non-linearity of the series.

b. check stationary properties of the series.

c. Estimate the {yt} sequence using the "best fitting" ARMA model.

d. check the statistical significancy of coefficients.

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