Displaying 1 result from an estimated 1 matches for "fantazzini".
2013 Jan 31
1
I want to download "garchOxFit" function.
Dear R help.
Hello.
I want to fit the model of "FIGARCH" on TimeSeries data.
So I need to use the code of "garchOxFit".
I don't know how to estimate FIGARCH model.
Please let me know which package I need and
what is procedure of estimating FIGARCH by R.
I think I need this code!
> garchOxFit(formula.mean = arma(0, 0), formula.var = garch(1,1), series
=