## 18 Jan Chapter 4 – Forecasting using GARCH model in OxMetrics

GARCH model can be used for the case of data series which has variable volatility and in such case variance equation is build....

GARCH model can be used for the case of data series which has variable volatility and in such case variance equation is build....

GARCH model is used for the case when there is conditional hetroskedasticity in the model which can only be solved by adding the lags of variance of residuals in the variance equation...

When the variables in the model are non-stationary then Engle Granger ECM method can be used to estimate the coefficients....

After estimation of OLS model it is necessary to conduct some diagnostic tests which will identify if the regression results are valid, reliable and efficient or not....

OxMetrics is becoming popular day by day with its new features for statistical analysis, this video is about how to do simple regression analysis...

[vc_row][vc_column][vc_column_text]OxMetrics is a new and popular interface for use in research for economics and social sciences. Following video is about how to import data into this software.[/vc_column_text][/vc_column][/vc_row]...

[vc_row][vc_column][vc_column_text]OxMetrics can be used to visualize the properties of the data which is adopted for research. In the following tutorial you will learn how to visualize the properties of data in OxMetrics.[/vc_column_text][/vc_column][/vc_row]...