Question: 2. Does the standardized residual E, follow the assumed conditional normal distribution at 5% significance level? a. yes b. no C. not sure 3. Are
2. Does the standardized residual E, follow the assumed conditional normal distribution at 5% significance level? a. yes b. no C. not sure
3. Are the autocorrelations of first 15 lags of the standardized residuals jointly zero at 5% significance level? a yes b, no c. not sure
4. Is there ARCH effect in the standardized residuals at 5% significance level? a yes b. no C. not sure
5. Which is the 3-step ahead forecast for conditional variance of 2t a. 0,007449721 b. 0.0074497217 c. 0,5399601 d. 0.5399601-
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