[R-SIG-Finance] R-SIG-Finance Digest, Vol 35, Issue 1
Sandy.Lucka at t-online.de
Sandy.Lucka at t-online.de
Fri Apr 6 17:56:28 CEST 2007
Hi, maybe you should try:
model<-~arma(1,1)+~garch(1,1)
garchFit(model, data)
@ armaFit(x ~ arma(2, 1)) I don't this expression
maybe try
arima(data, order=c(2,0,1))
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