[R-SIG-Finance] using garchFit function

fernando faiube at gmail.com
Sun Mar 10 12:21:04 CET 2013


I want to fit an AR-GARCH model with garchFit. 
On the arma specification I need only the AR(8).
But the code
fit <- garchFit(~arma(8,0), ~garch(1,1), cond.dist="dstd")
give all the AR's terms until the AR(8).
Any help with is issue. Thanks a lot
fernando



--
View this message in context: http://r.789695.n4.nabble.com/using-garchFit-function-tp4660858.html
Sent from the Rmetrics mailing list archive at Nabble.com.



More information about the R-SIG-Finance mailing list