You might try the fgarch package Best Regards
John frain 2008/10/14 Vasileios Ismyrlis <[EMAIL PROTECTED]>: > I want to fit a model of Ar(1) mean equation and Arch(1) variance > equation(the equations are to the attached file) to 1000 observations. > How can I do that? > Vasileios Ismyrlis > > ______________________________________________ > 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. > > -- John C Frain Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] ______________________________________________ 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.
