[R] I want to create an object to use for the plot command
AOLeary
aodhanol at gmail.com
Sun Mar 20 01:05:07 CET 2011
Hm, thank you David, that is a good point.
I'm trying to model it as a white noise model, essentially. Now that I think
of it there's probably an easier way to do this that I haven't thought of
yet.
I was trying it this way based on something I'd remembered reading from
Engle's original paper on ARCH models where an ARCH(0,0) model would
correspond to a white noise process. It may be that the GARCH implementation
in R has a different specification.
In any case, thank you for pointing that out. A simple error I hadn't
noticed at all.
Yours etc,
Aodhán
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