I want to fit a model of Ar(1) mean equation and Arch(1) variance equation(the equations are to the attached file) to 1000 observations. How can I do that? Vasileios Ismyrlis
You might try the fgarch package Best Regards John frain 2008/10/14 Vasileios Ismyrlis <vasismir at gmail.com>:> I want to fit a model of Ar(1) mean equation and Arch(1) variance > equation(the equations are to the attached file) to 1000 observations. > How can I do that? > Vasileios Ismyrlis > > ______________________________________________ > R-help at r-project.org mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >-- John C Frain Trinity College Dublin Dublin 2 Ireland tcd.ie/Economics/staff/frainj/home.html mailto:frainj at tcd.ie mailto:frainj at gmail.com