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Hi, Can someone help me out to create a (for?) loop for the following procedure: x=rnorm(250,0,0.02) library(timeSeries) x=timeSeries(x) P=1000 loss=-P*x loss

Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have tried many packages [tseries, fseries, FitARMA etc.] and all of them giving very different results. I would appreciate if someone could post here what the best package is for my purpose. Also, after having done the fitting, I would like to check for the model's

Hello, I have tried to generate numbers randomly which follow normal, Student-t and skewed Student-t distributions. However, when I check those series for heteroscedastisity test (ARCH) results are showing that there is no heteroscedastisity. As we all know, returns (financial returns) usually have heteroscedastisity. My question is, is it possible somehow generate random numbers which have