query: ARMA estimates changed after GARCH
positive_passages.docid: 26550
positive_passages.text: ARMA/GARCH estimation in sequence
negative_passages.docid: 138689
negative_passages.text: Historical Exchange Rates via FinancialData
negative_passages.docid: 154939
negative_passages.text: How can I handle autocorrelated residuals?
negative_passages.docid: 13616
negative_passages.text: Removal of statistically significant intercept term increases $R^2$ in linear model
negative_passages.docid: 27836
negative_passages.text: Seeking certain type of ARIMA explanation
negative_passages.docid: 94325
negative_passages.text: Problem with Financial Data
negative_passages.docid: 103857
negative_passages.text: Estimate ARMA coefficients through ACF and PACF inspection
negative_passages.docid: 33224
negative_passages.text: Help me understand the oddity of percentage gains and losses?
negative_passages.docid: 70229
negative_passages.text: How does ACF & PACF identify the order of MA and AR terms?
negative_passages.docid: 23377
negative_passages.text: The distribution of the initial point of an AR process
negative_passages.docid: 69347
negative_passages.text: Fitting Methods in Arima
negative_passages.docid: 14224
negative_passages.text: Can someone explain a stock's "bid" vs. "ask" price relative to "current" price?
negative_passages.docid: 101341
negative_passages.text: Variance of an AR and ARMA process derived from lag notation
negative_passages.docid: 76172
negative_passages.text: Mutual fund value went down, shares went up, no action taken by me
negative_passages.docid: 122127
negative_passages.text: An "AGM-GAM" inequality
negative_passages.docid: 113479
negative_passages.text: ARMA lag selection for ARMA-GARCH models
negative_passages.docid: 86364
negative_passages.text: Does Frisch–Waugh–Lovell theorem change the covariance matrix on regression coefficients?