Do we re-estimate all the ARIMA model when we add GARCH effect?
26550
ARMA/GARCH estimation in sequence
111654
Moving-average model error terms
140611
Conditional Expectations and Variances
146190
Question about the relationship between the variance of residuals and variances of the data points
1731
Estimate model with dummies for whole sample versus model without dummies for each subsample
115747
How can I calculate the R-squared of a regression with arima errors using R?
126043
Are stock returns based on market wide returns?
7518
VAR or VECM for a mix of stationary and nonstationary variables
103857
Estimate ARMA coefficients through ACF and PACF inspection
116582
What exactly is the Box-Jenkins method for ARIMA processes?
71974
Is it feasible to transform each variable differently while doing multiple regression
82413
forecast using arima models
106982
ARIMA equation interpretation
13719
Conceptual distinction between heteroscedasticity and non-stationarity
154292
Interpretation of ADF(Augmented Dickey-Fuller) and KPSS (Kwiatkowski–Phillips–Schmidt–Shin) tests for time series
86364
Does Frisch–Waugh–Lovell theorem change the covariance matrix on regression coefficients?
58017
When is it necessary to estimate the covariance matrix instead of calculating it directly?