[R] ARIMA and GARCH
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Apr 24 19:03:35 CEST 2001
On Tue, 24 Apr 2001 Benoit.Lacheron at degroof.be wrote:
> I would like to study time series with ARIMA and GARCH models.
> I installed R-Plus and its libraries but when I try to execute the function
> arima0, It answers that the function does not exist.
> Could you help me or give me references of papers dealing with arima and garch
> in R-Plus?
1) It's R not R-Plus.
2) You need
to use arima0.
3) GARCH functionality is in package tseries, which you will need to get
from CRAN and install.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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