answersLogoWhite

0

You need to set up an objective function via Maximum Likelihood Estimation, and then use Excel's Solver to maximize it for estimation parameters. Check out the attached link for an example Excel spreadsheet

User Avatar

Wiki User

13y ago

What else can I help you with?

Related Questions

How do GARCH processes work?

GARCH processes are used to model the conditional volatility of financial returns in discrete time. There are many many different types of GARCH, the most popular and simplest being the GARCH(1,1), where returns have mean mu and conditional variance vt (t indexes time): returnt = mu + sqrt(vt)et where et is a standardized innovation.Conditional variance follows a first order autoregressive process: vt= a + b* vt-1 + c* vt-1*et-1^2


What is a GARCH model?

A GARCH model is employed to help predict volatility (i.e. of stocks, XE rates etc) based on historical values through model fitting. Recent data is given more significance than older data. Compare to the least squares approach, which weights all the data equally. Since volatility is not the same across the entire data set (periods of volatility cluster together), this assumption is not valid. The related link provides greater detail and an Excel spreadsheet


Is harassing and threatening police brutality?

When you want to simulate the physical process,mathematical model is useful.


What is the step function of Microsoft Excel?

There is no step function in Excel. However, you can use excel to create a Step Function Chart. See related links for a video to explain the process.


What part of speech is simulate?

Simulate is a verb.


How do you finalize a cell in Excel?

This question is not clear. There is no Excel process for "finalizing" a cell. When you are done making changes to a cell, just click to another cell.


What is an example of a sentence using the word simulate?

If I hit you. It will simulate pain receptors in your body.


Which process should you use to insert excel data into word so that any changes you make to the original excel worksheet can be automatically updates in word?

Linking


What is a good sentence for simulate?

Simulate what a reader with sight problems might do.


Which process should you use to insert Excel data into Word so that any changes you make to the original Excel worksheet can be automatically updated in Word?

You do a Paste Link.


What is the difference between simulation languages and high level languages?

simulator is an algorithm used to simulate the process of a system...


What is integrated in integrated circuit?

Corner analysis is a worst-case approach, where you can simulate over multiple corners of process, power supply, and temperature.