wc90024-email at yahoo.com
2009-Aug-17 17:09 UTC
[R] setting persistence upper limit in garchFit()
I'm using garchFit() on a volatile time series. I'd like to set a limit such that the SUM(alpha, beta) < 1. Is there a way to configure that by passing a parameter into garchFit()? Or is there another way to do it? Thanks. [[alternative HTML version deleted]]