[R] How to build a AR(q)-GARCH(q) process ?

[Adrian Trapletti]

>
>
>Hello all,    
>
>I would like how to modelized a time serie with AR-ARCH process.
>It can be used arma and garch functions in tseries package for build
>ar process or a garch process, but how can it be modelized a ar-garch
>model ?
>
>Thanks
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For example, follow "A.A.Weiss: ARMA models with ARCH errors. Journal of 
Time Series Analysis, No. 2, Vol. 5, 1984."

best
Adrian

-- 
Dr. Adrian Trapletti
Trapletti Statistical Computing
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