[R] ARCH GARCH

[kjetil@entelnet.bo]

On 31 Mar 2004 at 20:07, pnick at virgilio.it wrote:

> i'm looking for an R library dealing with ARCH and GARCH models
> 

help.search("ARCH") 
on my system gives among others:

garch-methods(tseries)
                   Methods for Fitted GARCH Models
garch(tseries)     Fit GARCH Models to Time Series
summary.garch(tseries)
                   Summarizing GARCH Model Fits

so you should look into the tseries
package.

Kjetil Halvorsen

> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html