Hello,

I was wondering if anyone knew how to fit a series using a Garch-M (Garch 
in the mean) model. From what I gathered from the documentation, it does 
not seem to be implemented in either fGarch,  fSeries, or tSeries. Perhaps 
there is an option that allows this functionality. Otherwise, if it's 
possible to modify an existing function I would appreciate any guidance on 
how to go about doing that.

Thanks,
Aaron Plavnick



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Aaron Plavnick, Intern 
Madison Square Investors 
T: 212.938.6574
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