Goodness of fit basics
Can the model do a good job explaining the data? In other words, how is the "goodness of fit"?
"Goodness of fit" describes how well the model fits a set of observations. Measures of "goodness of fit" typically summarize the discrepancy between observed values and the values estimated by the model. Common measures include the maximum likelihood and information criteria.
Which of the following statements is incorrect?
Este ejercicio forma parte del curso
GARCH Models in Python
Ejercicio interactivo práctico
Pon en práctica la teoría con uno de nuestros ejercicios interactivos
Empezar ejercicio