[R] GARCH model query

Costas Vorlow K.E.Vorloou at durham.ac.uk
Mon Sep 20 13:38:42 CEST 2004


Hello,

I am trying to find an easy way to estimate  the following:

y = Function(x) + lag(x,1) + garch_error_component

Any clues?

Best regards,
Costas

---




More information about the R-help mailing list