Documentation on GARCH Tutorial

[datatemb]

The following comment appears to be incorrect since the minimum loss value for AAPL was for the ARCH(1) model i.e. highlighted in Blue. The comment states that GARCH(2,1) had the best result. Unless I'm just misunderstanding the tutorial, the lower the loss value the better.

See https://nixtla.github.io/statsforecast/docs/tutorials/garch_tutorial.html

Thank you!

[MMenchero]

Thanks for bringing this to our attention. It is indeed a typo and should say $ARCH(1)$. The $GARCH(2,1)$ is the best model for the next stock, which is AMZN. We'll fix it asap.

[datatemb]

Thank you! Sent from Outlook<http://aka.ms/weboutlook>

…

________________________________ From: Mariana Menchero García ***@***.***> Sent: Wednesday, September 6, 2023 6:27 PM To: Nixtla/statsforecast ***@***.***> Cc: datatemb ***@***.***>; Author ***@***.***> Subject: Re: [Nixtla/statsforecast] Documentation on GARCH Tutorial (Issue #629) Thanks for bringing this to our attention. It is indeed a typo and should say $ARCH(1)$. The $GARCH(2,1)$ is the best model for the next stock, which is AMZN. We'll fix it asap. — Reply to this email directly, view it on GitHub<#629 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/AN6UEOE7RLBWSTM75SCARATXZEBGRANCNFSM6AAAAAA4FFAKKE>. You are receiving this because you authored the thread.Message ID: ***@***.***>

[jmoralez]

Closed by #650