Re: [R] GARCH SIMULATION

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Fri 12 May 2006 - 17:12:22 EST

          Have you tried the following:

 > RSiteSearch("garch simulation")
A search query has been submitted to http://search.r-project.org The results page should open in your browser shortly  > RSiteSearch("garch", "functions")

          These provide over 20 hits each, some of which seem relevant to your question. One respondent noted that this kind of thing is not hard to simulate in a for loop.

	  hope this helps.
	  Spencer Graves

SUMANTA BASAK wrote:
> Hi All,
>
> I,m trying to do a GARCH simulation in R 2.3.0 release
> in Windows XP. I've seen garchsim function but that is
> for garch (1,1) and ?garch gives an example for ARCH
> simulation. Can anyone help me how can i extend the
> help shown in ?garch to GARCH simulation? Please help
> me in this regard.
>
> Thanks,
> Sumanta Basak.
>
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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 May 12 17:17:17 2006

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