[R] how to code garch-t(1,1),egarch(1,1) and gjr(1,1)

Nongluck Klibbua Nongluck.Klibbua at newcastle.edu.au
Fri Jul 1 02:17:26 CEST 2005


hi,
I try to code garch-t(1,1),egach(1,1) and gjr(1,1) to estimate my data.
How I can code these model with my data (e.g. garch code is
y<-garch(x,order=c(1,1))
best regards,
luck




More information about the R-help mailing list