[R] how to code garch-t(1,1),egarch(1,1) and gjr(1,1)

From: Nongluck Klibbua <Nongluck.Klibbua_at_newcastle.edu.au>
Date: Fri 01 Jul 2005 - 10:17:26 EST

I try to code garch-t(1,1),egach(1,1) and gjr(1,1) to estimate my data. How I can code these model with my data (e.g. garch code is y<-garch(x,order=c(1,1))
best regards,

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 Fri Jul 01 10:31:18 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:33:08 EST