[R] GARCH model query

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

Previous message: [R] plot.Map with pattern instead of colors
Next message: [R] montecarlo simulation
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

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

---

Previous message: [R] plot.Map with pattern instead of colors
Next message: [R] montecarlo simulation
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-help mailing list