Dear All,
Sorry to bother. I'd like to estimate GARCH-M( GARCH IN THE MEAN) model. And
find that a package called rgarch could help. But I always can't instal
rgarch package successfully. I posted my problems and got some suggestions
but still failed. Does any one knows other method that could do GARCH-M
model?
I appreciate your time and help!
Cheers,
Xi
--
View this message in context:
http://r.789695.n4.nabble.com/GARCH-IN-THE-MEAN-Model-in-R-tp3686083p3686083.html
Sent from the R help mailing list archive at Nabble.com.
