# 求助：关于用EVIEWS 算出来的ARCH的结论-经管之家官网！

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Dependent Variable: PORTFOLIO1
Method: ML - ARCH
Date: 02/28/10 Time: 20:23
Sample: 4/04/2006 2/19/2010
Included observations: 1000
Convergence achieved after 9 iterations
Presample variance: backcast (parameter = 0.7)
GARCH = C(2) + C(3)*RESID(-1)^2

Variable Coefficient Std. Error z-Statistic Prob.

C -3.10E-05 0.000511 -0.060707 0.9516

Variance Equation

C 0.000314 9.89E-06 31.78873 0.0000
RESID(-1)^2 0.386029 0.042683 9.044057 0.0000

R-squared -0.000303 Mean dependent var -0.000416
Adjusted R-squared -0.002310 S.D. dependent var 0.022127
S.E. of regression 0.022152 Akaike info criterion -4.923040
Sum squared resid 0.489249 Schwarz criterion -4.908317
Log likelihood 2464.520 Hannan-Quinn criter. -4.917444
Durbin-Watson stat 1.850780

Dependent Variable: PORTFOLIO1
Method: ML - ARCH (Marquardt) - Normal distribution
Date: 02/28/10 Time: 20:47
Sample: 4/04/2006 2/19/2010
Included observations: 1000
Convergence achieved after 10 iterations
Presample variance: backcast (parameter = 0.7)
GARCH = C(2) + C(3)*RESID(-1)^2 + C(4)*GARCH(-1)

Variable Coefficient Std. Error z-Statistic Prob.

C 0.000645 0.000448 1.440723 0.1497

Variance Equation

C 2.74E-06 9.28E-07 2.947804 0.0032
RESID(-1)^2 0.088722 0.013788 6.434565 0.0000
GARCH(-1) 0.906911 0.013616 66.60508 0.0000

R-squared -0.002301 Mean dependent var -0.000416
Adjusted R-squared -0.005320 S.D. dependent var 0.022127
S.E. of regression 0.022185 Akaike info criterion -5.305212
Sum squared resid 0.490226 Schwarz criterion -5.285581
Log likelihood 2656.606 Hannan-Quinn criter. -5.297751
Durbin-Watson stat 1.847090
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