# arima model residuals
arima_resid = arima_res.resid ** 2
# ljung box test
lb_test = acorr_ljungbox(x=arima_resid)
# acf and pacf plot of squared arima residuals
resid_acf = plot_acf(x=arima_resid)
resid_pacf = plot_pacf(x=arima_resid)
resid_acf.show()
resid_pacf.show()
# adfuller test residuals
adf_resid = adfuller(x=arima_resid) # 0.144 for p-value
Residual diagnostic of ARIMA (10,1,10)
Can I continue with the Garch model or is there anything to do before continuing? Noted the residual diagnostics is before squaring. Thank you.
