[R] Codes; White's heteroscedasticity test and GARCH models

[Kerpel, John]

Check tseries and fSeries packages for GARCH

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Spiros Mesomeris
Sent: Wednesday, July 26, 2006 5:00 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Codes; White's heteroscedasticity test and GARCH models

Hello,
   
  I have just recently started using R and was wondering whether anybody
had a code written for White's heteroscedasticity correction for
standard errors.
   
  Also, can anybody share a code for the GARCH(1,1) and GARCH-in-mean
models for modelling regression residuals?
   
   
  Thanks a lot in advance,
  Spyros

 		
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