Jaycus Goh
Posted on:

03 Jun 2021
0

Residual of normalized returns

in Time Series Analysis with Python / Model Selection for Normalized Returns (MA Model)

Hi,

As per below from the video, why was the resid for returns instead of the normalized returns version?
image.png

0 answers ( 0 marked as helpful)

Submit an answer

related questions

Dhanalakshmi
0
0
Returns used for MA and ARMA
Zine-Elabidine Laaboudi
0
0
Volatility and squared returns
Davide Sanchioni
0
0
absolute and not squared returns