Hi, i am a student of tecnical mathematics in austria, and my english is not sooo good, German would be easier, but an answer in english is perfect too.
I would need any help to understand the exact output of the function "garchFit". Maybe it would help me just to know what the coefficients are telling me. I do already understand well what functions like arima or garch are doing and telling me. So the problem should not be mathematical, but i do not understand what exactly are mu, omega, alpha1, ..., beta1,... or also gamma1,... instead to the coefficiebts a0,a1,...,b1,... of the garch function. many thanks Roland -- View this message in context: http://r.789695.n4.nabble.com/garchFit-tp3815122p3815122.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
