ampemdo at stud.ntnu.no ampemdo at stud.ntnu.no
Sun Apr 28 20:36:52 CEST 2013

I am a student of NTNU-Norway.

I have some issues in fitting an AR-GARCH with seasonal components.

My AR model contains the terms AR(1), AR(5), AR(20) and AR(60) and a  
simple GARCH(1,1) model.

I received lot of errors when trying to do this.

Can you please provide me the source code of fitting such model to my data?

Best Regards

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