I fitted a garch model using the rugarch package. The output (extract) is as follows: Now I have trouble interpreting the results of Q-Statistics? First of all to test the mean equation, we look at ...
If two time series follow a GARCH process, and a third is a linear combination of them, is the third also GARCH process?
Below a R code wrote by the moderator @richardh (whom I want to thank again) about ARCH/GARCH models. ...