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2013 Apr 08
0
Maximum likelihood estimation of ARMA(1,1)-GARCH(1,1)
....999999999999,-0.999999999999,-0.999999999999,0.000000000001,0.000000000001,0.000000000001),
# hessian=TRUE)
# We record the end time and calculate the total runtime for the above work.
omega= proc.time()
runtime= omega-alpha
zhours = floor(runtime/60/60)
zminutes=floor(runtime/60- zhours*60)
zseconds=floor(runtime- zhours*60*60- zminutes*60)
print(paste("It takes ",zhours,"hour(s)", zminutes," minute(s) ","and
", zseconds,"second(s) to finish running this R program",sep=""))
maximum_likelihood_fit_arma11_garch11
sqrt(diag(solve(max...