[R] garchFit

user84 roland.taber at gmx.at
Thu Sep 15 11:38:20 CEST 2011


i am a student of tecnical mathematics in austria, and my english is not
sooo good, German would be easier, but an answer in english is perfect too.

I would need any help to understand the exact output of the function 
"garchFit". Maybe it would help me just to know what the coefficients are
telling me.

I do already understand well what functions like arima or garch are doing
and telling me. So the problem should not be mathematical, but i do not
understand what exactly are mu, omega, alpha1, ..., beta1,... or also
instead to the coefficiebts a0,a1,...,b1,... of the garch function.

many thanks

View this message in context: http://r.789695.n4.nabble.com/garchFit-tp3815122p3815122.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list