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
>
> _
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-hel
2 matches
Mail list logo