[R] fit model

[John C Frain]

You might try the fgarch package

Best Regards

John frain

2008/10/14 Vasileios Ismyrlis <vasismir at gmail.com>:
> I want to fit a model of Ar(1) mean equation and Arch(1) variance
> equation(the equations are to the attached file) to 1000 observations.
> How can I do that?
> Vasileios Ismyrlis
>
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-- 
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
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