Скачать или смотреть Introduction to ARCH Model in R Part 1: A step by step tutorial.

In this video, we introduce the Autoregressive Conditional Heteroskedasticity (ARCH) model, specifically the ARCH(1) model, and demonstrate how to run it in R. Learn how to model volatility in time series data, an essential skill for financial analysis and econometrics.

What You Will Learn in Part 1:

Introduction to ARCH models and their use in time series analysis

Understanding conditional heteroskedasticity and volatility clustering

How to prepare your data for ARCH modeling in R

Installing and loading necessary R packages for time series analysis

Running the ARCH(1) model using the rugarch package in R

This video is perfect for beginners and intermediate users interested in volatility modeling and financial econometrics. Stay tuned for Part 2, where we will dive into model diagnostics and interpretation!

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