I use R to generate data and I need to estimate the data by egarch (that doesn't have in R). So how I can call egarch from SAS in R. Regards, luck
khobson@fd9ns01.okladot.state.ok.us
2005-Jun-30 13:44 UTC
[R] how to call egarch of sas in R
>From past posts:There are a number of GARCH models available in the fSeries package -- including models with t an skew-t distributions. mailto:khobson at odot.org Kenneth Ray Hobson, P.E. Oklahoma DOT - QA & IAS Manager 200 N.E. 21st Street Oklahoma City, OK 73105-3204 (405) 522-4985, (405) 522-0552 fax Visit our website at: http://www.okladot.state.ok.us/materials/materials.htm