Re: [R] code a family of garch

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sun 28 Aug 2005 - 14:03:59 EST

          Since I have not seen a reply to this post, I will attempt a brief comment:

  1. I got nothing from 'RSiteSearch("garcht-t")'.
  2. I got 33 hits from 'RSiteSearch("egarch")'. Have you looked at these? If not, you might find something useful there.
  3. 'RSiteSearch("gjr")' produced 13 hits, many to earlier posts from you. Have you seen the following two: http://finzi.psych.upenn.edu/R/library/fSeries/html/A2-GarchModelling.html http://finzi.psych.upenn.edu/R/library/fSeries/html/A3-GarchOxModelling.html
  4. Have you looked at the posting guide! "http://www.R-project.org/posting-guide.html"? It is my impression that questions following the posting guide process generally get quicker and more useful answers than other questions. The reason is simple: It is generally easier for people to understand the question, test ideas, as reply usefully and succinctly in a few brief minutes.

          spencer graves

Nongluck Klibbua wrote:

> Dear R-helpers,
>
> I was wondering if anyone has or knows someone who might have an
> implementation
> of algorithm for estimating garcht-t, egarch and gjr models. I try to
> use Fseries but I don't know how to code these models.
> Thanks a million in advance,
> Sincerely,
> Nongluck
>
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
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Received on Sun Aug 28 14:13:59 2005

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