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
>
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> 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]

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
  • [R] fit model Vasileios Ismyrlis
    • Re: [R] fit model John C Frain

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