Re: [R] GARCH

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Wed 02 Mar 2005 - 04:41:19 EST

      I just got 163 hits from "www.r-project.org" -> search -> "R site search" -> garch. The first hit mentioned package "tseries". The second also mentioned "fSeries", "fOptions".

      hope this helps. 
      spencer graves

Tobias Muhlhofer wrote:

> Hi, everyone!
>
> Is there a function to do single-variable GARCH in R? If yes, what
> library is it in?
>
> Thanks!
> Toby



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Mar 02 06:26:08 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:30:39 EST