[R] GARCH

cjb cjb at di.fct.unl.pt
Fri Aug 3 16:26:30 CEST 2001


I am working with R-1.2.1, package Time Series, under Linux. Please, is
it possible to require a Garch only at some specific lags, such as lags
9,10, 17 and 5?

(1) If it is possible, how do I specify the lags? The documentation does
not says how.

(2) It is impossible. I must change the code. Then, I should use another
package, such as MatLab or Rats.

Which (1) or (2) is true?

Thank you,

CJoseBento
UniNova Lisboa
Portugal

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