[R] ARIMA and GARCH

[Prof Brian Ripley]

On Tue, 24 Apr 2001 Benoit.Lacheron at degroof.be wrote:

>
>
> Hello,
>
> 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

library(ts)

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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