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Correlogram and Ljung-Box test

Let's test the validity of a constant mean standard GARCH(1,1) model with student t distribution for the daily EUR/USD returns. The model is already estimated and available as tgarchfit.

This exercise is part of the course

GARCH Models in R

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Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Compute the standardized returns
stdEURUSDret <- ___(tgarchfit, standardize = ___)
 
# Compute their sample mean and standard deviation
___(stdEURUSDret)
___(stdEURUSDret)
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