Displaying 1 result from an estimated 1 matches for "tp16376527p16376527".
2008 Mar 29
0
fitting an AR-TAR-GARCH MODEL
...how to do for an AR-GARCH , but I do not know how to use the TAR
function , I do not know if it is possible to use a TAR-GARCH formula for
the variance in the garchOxFit command.
With many thanks,
Adela Popescu.
--
View this message in context: http://www.nabble.com/fitting-an-AR-TAR-GARCH-MODEL-tp16376527p16376527.html
Sent from the R help mailing list archive at Nabble.com.