Recent content by tyu90

  1. T

    T series stationarity

    hay guys, i'm working on garch models, but a cant turn my returns stationary. how can i do it? i've tried whit log return (logxt - logxt-1) but it doesn't work. r function: log.return<-dff(log(x)) i've implemented some test and these are the results: #######KPSS Test for Trend...