# Lesson 11: Vector Autoregressive Models/ ARCH Models

**Assignments**:

- Read Section 5.3 of your text, with focus on Examples 5.4 and 5.5.
- Read Examples 5.10 and 5.11 on pages 273-277 of your text.
- Read through the Lesson 11 online notes that follow.
- Complete Lesson 11 Assignment.

**Overview**:

This week we'll look at two topics - models for periods of volatile variance (ARCH models) and AR models for multivariate time series.

**Learning Objectives**:

After successfully completing this lesson, you should be able to:

- Model the variance of a time series
- Identify and interpret ARCH models
- Simultaneously model multiple variables in terms of past lags of themselves and one another