[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
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