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chapter_7_lesson_3.qmd
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---
title: "ARCH and GARCH Models"
subtitle: "Chapter 7: Lesson 2"
format: html
editor: source
sidebar: false
---
```{r}
#| include: false
source("common_functions.R")
```
```{=html}
<script type="text/javascript">
function showhide(id) {
var e = document.getElementById(id);
e.style.display = (e.style.display == 'block') ? 'none' : 'block';
}
function openTab(evt, tabName) {
var i, tabcontent, tablinks;
tabcontent = document.getElementsByClassName("tabcontent");
for (i = 0; i < tabcontent.length; i++) {
tabcontent[i].style.display = "none";
}
tablinks = document.getElementsByClassName("tablinks");
for (i = 0; i < tablinks.length; i++) {
tablinks[i].className = tablinks[i].className.replace(" active", "");
}
document.getElementById(tabName).style.display = "block";
evt.currentTarget.className += " active";
}
</script>
```
## Learning Outcomes
{{< include outcomes/_chapter_7_lesson_3_outcomes.qmd >}}
## Preparation
- Read Sections 7.4-7.5
## Learning Journal Exchange (10 min)
- Review another student's journal
- What would you add to your learning journal after reading another student's?
- What would you recommend the other student add to their learning journal?
- Sign the Learning Journal review sheet for your peer
## Class Activity: ARCH Models (xxx min)
### Heteroskedasticity
::: {.callout-note icon=false title="Definition of Heteroskedasticity and Conditional Heteroskedasticity"}
:::
### Definition of ARCH Models
::: {.callout-note icon=false title="Definition of ARCH Models"}
:::
### Definition of GARCH Models
::: {.callout-note icon=false title="Definition of GARCH Models"}
:::
<!-- Check Your Understanding -->
::: {.callout-tip icon=false title="Check Your Understanding"}
TheInitialPromptGoesHere
- Question1
- Question2
:::
## Class Activity: Fitting a ARCH and GARCH Models (xxx min)
<!-- Check your Understanding -->
::: {.callout-tip icon=false title="Check Your Understanding"}
- Question1
- Question2
:::
## Small-Group Activity: Fitting a ARCH and GARCH Models (xxx min)
<!-- Check your Understanding -->
::: {.callout-tip icon=false title="Check Your Understanding"}
- Question1
- Question2
:::
## Homework Preview (5 min)
- Review upcoming homework assignment
- Clarify questions
::: {.callout-note icon=false}
## Download Homework
<a href="https://byuistats.github.io/timeseries/homework/homework_7_3.qmd" download="homework_7_3.qmd"> homework_7_3.qmd </a>
:::
<a href="javascript:showhide('Solutions1')"
style="font-size:.8em;">Class Activity</a>
::: {#Solutions1 style="display:none;"}
:::
<a href="javascript:showhide('Solutions')"
style="font-size:.8em;">Class Activity</a>
::: {#Solutions2 style="display:none;"}
:::
<a href="javascript:showhide('Solutions3')"
style="font-size:.8em;">Class Activity</a>
::: {#Solutions3 style="display:none;"}
:::