One of the strength of fitting models by MCMC using BUGS is that a very wide range of models can be fit. As an example, in this exercise a regression model with MA(1) errors will be used. For data, use the first 1500 returns5 on GM and on the S&P 500 index in the data set Stock Bond.csv. Fit the model
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here