Displaying 1 result from an estimated 1 matches for "tf4638251".
2007 Oct 17
1
Time Series - Function to fit ARIMA and GARCH components
...fit an IMA(1,1)+GARCH(1,1) model to a data set.
However, I can't seem to find a function that will let me specify both the
ARIMA and GARCH components.
Any help would be appreciated!
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