R help - Sep 2004 - GARCH model query

Hello,

I am trying to find an easy way to estimate  the following:

y = Function(x) + lag(x,1) + garch_error_component

Any clues?

Best regards,
Costas

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> Hello,
>
> I am trying to find an easy way to estimate  the following:
>
> y = Function(x) + lag(x,1) + garch_error_component

E.g. estimate the mean component first and then use garch from tseries 
on the residuals from step 1.

Best
Adrian
>
> Any clues?
>
> Best regards,
> Costas
>
> ---