[Gretl-users] AR(7)-GARCH(1,1)-t Roots

Daniel Bencik eubie at centrum.cz
Sat Mar 31 05:58:56 EDT 2012


Dear all, 
 
I tried to google on the internet what the inverted roots problem is, as you recently told me about the ARMA-GARCH problem I had. 
Following up our discussion, the "best" model for my problem (under given circumstances) is AR(7)-GARCH(1,1)-t but the common inverse roots show up again. Can you please tell me what this means?
 
The Eviews estimation result is http://eubie.sweb.cz/gretl_forum/ar7.PNG
 
Thank you, 
Daniel

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