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
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.
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