[R] ARIMA & GARCH

[Frederico Zanqueta Poleto]

Hi,

Does anybody know a way of fitting an AR(p) model without the first p-1 
parameters?
The same doubt for MA(q)...
And I would like to do it not only for the ARIMA bult-in function for R 
/ S-Plus, but for the GARCH module (S-Plus) when modelling the mean too.
Finally, is there any package for R that fit GARCH models?

Sincerely,

-- 
Frederico Zanqueta Poleto
fred at poleto.com - ICQ# 4129787



-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._