I am trying to fit the model above. I know how to do for an AR-GARCH , but I do not know how to use the TAR function , I do not know if it is possible to use a TAR-GARCH formula for the variance in the garchOxFit command.
With many thanks, Adela Popescu. -- View this message in context: http://www.nabble.com/fitting-an-AR-TAR-GARCH-MODEL-tp16376527p16376527.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.
