[R-SIG-Finance] Using garchFit to fit a model ARMA(2, 2) + GARCH(3, 1)

[Thais Azevedo]

Hi,

I'm using the function garchFit from fGarch package to fit models to my
serie.
I need to fit an ARMA(2,2) + GARCH(3,1), but i want just one parcel of ARCH 
lagged 3 steps
I tried to use:
garchFit(~arma(2,2)+garch(3,1), data=ret2, trace=FALSE, include.mean=FALSE,
cond.dist="ged", control = list(alpha1=0, alpha2=0))
But it doesn't work.

Can somebody help me?

If it's not possible to do that with garchFit, please someone let me know.

Thanks the help.



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