A archived_user New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jul 18, 2019 #1 Can an AR model be covariance stationary and be ARCH(1) at the same time? or does ARCH(1) make it covariance non stationary? Thanks!
Can an AR model be covariance stationary and be ARCH(1) at the same time? or does ARCH(1) make it covariance non stationary? Thanks!