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ampe
2013 Apr 28
1
Hello. PLEASE HELP
...some issues in fitting an AR-GARCH with seasonal components.
My AR model contains the terms AR(1), AR(5), AR(20) and AR(60) and a
simple GARCH(1,1) model.
I received lot of errors when trying to do this.
Can you please provide me the source code of fitting such model to my data?
Best Regards
Ampem.