[R] GARCH Models in R

[Mangalani Peter Makananisa]

Dear all,

 

I'm using garchFit from fSeries package and I am not getting the desired
results (error message : could not find function "garchFit" ).

Would you please advise as to how I can  build an ARIMA(p, d, q) -
GARCH(p,q) model using R

see the attached data and R-output.

 

Thanking you in advance

 

Kind regards

 

Mangalani Peter Makananisa

Statistical Analyst

South African Revenue Service (SARS)

Segmentation and Research : Data Modelling

Tel: +2712 422 7357

Cell: +2782 456 4669

Fax:+2712 422 6579

 


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